---
title: Anomalies Link
url: https://www.ml-quant.com/papers/repec/bla-jfinan-v-77-y-2022-i-1-p-639-681/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:bla:jfinan:v:77:y:2022:i:1:p:639-681
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Fjofi.13099%3Bh%3Drepec%3Abla%3Ajfinan%3Av%3A77%3Ay%3A2022%3Ai%3A1%3Ap%3A639-681
featured: 2024-07-10
citations: unknown
topic: Asset Pricing & Factors
---


# Anomalies Link

The research shows that the returns of portfolios based on long-short anomalies can predict overall market returns, due to the persistence of overpricing correction and asymmetric limits of arbitrage.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Fjofi.13099%3Bh%3Drepec%3Abla%3Ajfinan%3Av%3A77%3Ay%3A2022%3Ai%3A1%3Ap%3A639-681
- Identifier: RePEc:bla:jfinan:v:77:y:2022:i:1:p:639-681
- Released: 2022-07-05
- First featured: Quant Letter No. 56 (2024-07-10): https://www.ml-quant.com/issues/2024-07-10/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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