---
title: Expected Returns and Stock Performance
url: https://www.ml-quant.com/papers/ssrn/5244033/
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 5244033
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5244033
featured: 2025-05-07
citations: unknown
topic: Asset 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5244033
- Identifier: SSRN 5244033
- Released: 2025-05-06
- First featured: Quant Letter No. 96 (2025-05-07): https://www.ml-quant.com/issues/2025-05-07/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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