---
title: Anomalies and Market Return Predictability
url: https://www.ml-quant.com/papers/ssrn/5101577/
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: SSRN 5101577
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5101577
featured: 2025-01-23
citations: unknown
topic: Asset Pricing & Factors
---


# Anomalies and Market Return Predictability

A link between cross-sectional anomalies and timeseries market return predictability in an international context has been found, leading to the creation of three new market efficiency measures.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5101577
- Identifier: SSRN 5101577
- Released: 2025-01-17
- First featured: Quant Letter No. 83 (2025-01-23): https://www.ml-quant.com/issues/2025-01-23/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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