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SSRNAsset Pricing & Factors

Expected Returns and Stock Performance

A few stocks significantly influence the performance of cross-sectional asset pricing anomalies, indicating that a large part of the returns may be due to mispricing.

Featured in No. 96 on 7 May 2025 · 1 day after release

Released
6 May 2025
First featured
No. 96 · 7 May 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
3
Identifier
SSRN 5244033

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

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