Work

What You See Is Not What You Get: The Costs of Trading Market Anomalies

Year: 2017

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/j.jfineco.2020.02.012

Authors: Andrew J. Patton, Brian M. Weller

Institution: Duke University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2766612460

FWCI: 8.746

Cites: 93

Cited by: 87

Related to: 10