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Euler Equation Testing with Stock Market Data

A study using stock market data found a pattern of failure among different groups of listed firms, significantly linked to firm characteristics associated with well-known stock anomalies.

Featured in No. 71 on 23 Oct 2024 · 4 days after release

Released
19 Oct 2024
First featured
No. 71 · 23 Oct 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4992945

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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