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The Shrinking Space For Anomalies

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  • George J. Jiang
  • Andrew Jianzhong Zhang

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  • George J. Jiang & Andrew Jianzhong Zhang, 2013. "The Shrinking Space For Anomalies," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 36(3), pages 299-324, September.
    • Handle: RePEc:bla:jfnres:v:36:y:2013:i:3:p:299-324
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.2013.12012.x
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    Cited by:

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    2. Yinfei Chen & Wei Huang & George J. Jiang, 2022. "Do short‐term institutions exploit stock return anomalies?," The Financial Review, Eastern Finance Association, vol. 57(1), pages 69-94, February.
    3. Bing Xiao, 2023. "The Size Effect and the Value Effect in the American Stock Market," Post-Print hal-04194510, HAL.
    4. Fangming Xu & Huainan Zhao & Liyi Zheng, 2022. "Investment momentum: A two‐dimensional behavioural strategy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1191-1207, January.
    5. Bruno R. Arthur & Ani L. Katchova, 2015. "Accrual Anomaly for Agribusiness Stocks," Agribusiness, John Wiley & Sons, Ltd., vol. 31(3), pages 372-387, June.

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