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347
An Examination of Size Related Anomalies in the
, 2006
"... On the cross-section of expected stock returns: an examination of size related anomalies in the German stock market Amel-Zadeh, A.These papers are produced by Judge Business School, University of Cambridge. They are circulated for discussion purposes only. Their contents should be considered prelimi ..."
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On the cross-section of expected stock returns: an examination of size related anomalies in the German stock market Amel-Zadeh, A.These papers are produced by Judge Business School, University of Cambridge. They are circulated for discussion purposes only. Their contents should be considered
Size-related anomalies and stock return seasonality: further empirical evidence
- Journal of Financial Economics
, 1983
"... This study examines, month-by-month, the empirical relation between abnormal returns and market value of NYSE and AMEX common stocks. Evidence is provided that daily abnormal return distributions in January have large means relative to the remaining eleven months, and that the relation between abnor ..."
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Cited by 173 (2 self)
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This study examines, month-by-month, the empirical relation between abnormal returns and market value of NYSE and AMEX common stocks. Evidence is provided that daily abnormal return distributions in January have large means relative to the remaining eleven months, and that the relation between
Evidence for consciousness-related anomalies in random physical systems
- Found. Phys
, 1989
"... Speculations about the role of consciousness in physical systems are frequently observed in the literature concerned with the interpretation of quantum mechanics. While only three experimental investigations can be found on this topic in physics journals, more than 800 relevant experiments have been ..."
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Cited by 62 (13 self)
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and unequivocal non-chance eff cts in experimental conditions. This quantitative literature review agrees with the findings of two earlier reviews, suggesting the existence of some form of consciousness-related anomaly in random physical systems. 1.
Inside the ‘Accrual Anomaly’
"... Abstract. Sloan (1996) and a number of subsequent studies present evidence that a trading strategy based on publicly available accounting accruals earns abnormal returns of approximately 10 % in the year following its initiation. This empirical regularity has been named the ‘accrual anomaly’. In thi ..."
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Cited by 4 (0 self)
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’. In this paper I investigate the accrual anomaly along two dimensions. First, I evaluate whether the accrual anomaly is related to other anomalies documented in the finance literature. Second, I investigate whether different methods for calculating long-term abnormal returns have an effect on the returns
The “plate”model for the genesis of melting anomalies
- In: Foulger, G., Jurdy, D.M. (Eds.), Plates, Plumes, and Planetary Processes. Special Paper
, 2007
"... The Plate Tectonic Processes, or “Plate ” model for the genesis of melting anomalies (“hot spots”) attributes them to shallow-sourced phenomena related to plate tectonics. It postulates that volcanism occurs where the lithosphere is in extension, and that the volume of melt produced is related prima ..."
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Cited by 10 (1 self)
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The Plate Tectonic Processes, or “Plate ” model for the genesis of melting anomalies (“hot spots”) attributes them to shallow-sourced phenomena related to plate tectonics. It postulates that volcanism occurs where the lithosphere is in extension, and that the volume of melt produced is related
Towards Anomaly Explanation in Feature Models ∗
"... Feature models are a wide-spread approach to variability and commonality management in software product lines. Due to the increasing size and complexity of feature models, anomalies in terms of inconsistencies and redundancies can occur which lead to increased efforts related to feature model develo ..."
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Cited by 2 (1 self)
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Feature models are a wide-spread approach to variability and commonality management in software product lines. Due to the increasing size and complexity of feature models, anomalies in terms of inconsistencies and redundancies can occur which lead to increased efforts related to feature model
Illiquidity frictions and asset pricing anomalies
"... This paper investigates the relation between illiquidity level and illiquidity risk and the size, value and momentum anomalies for US stocks 1931-2012. In contrast to statistical factors both illiquidity level and illiquidity risk have a solid theoretical foundation in the liquidity adjusted capital ..."
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This paper investigates the relation between illiquidity level and illiquidity risk and the size, value and momentum anomalies for US stocks 1931-2012. In contrast to statistical factors both illiquidity level and illiquidity risk have a solid theoretical foundation in the liquidity adjusted
Avalanche in the Valley (Fermions, Anomaly and Unitarity
, 1992
"... Problems related to fermions, unitarity and chiral anomaly in high energy electroweak interactions, are investigated. Particular attention is paid to the correct functional integration over fermion fields in the background of instanton-antiinstanton type configurations. This leads to an expansion of ..."
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Problems related to fermions, unitarity and chiral anomaly in high energy electroweak interactions, are investigated. Particular attention is paid to the correct functional integration over fermion fields in the background of instanton-antiinstanton type configurations. This leads to an expansion
Scale anomaly induced instanton interaction
, 1994
"... The binary interaction of large size instantons in a SU(2) Yang-Mills theory is obtained from the one-loop effective action for the field strength. The instanton interaction is calculated as a function of the instanton separation and in dependence on radius and relative orientation of the instantons ..."
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Cited by 1 (0 self)
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The binary interaction of large size instantons in a SU(2) Yang-Mills theory is obtained from the one-loop effective action for the field strength. The instanton interaction is calculated as a function of the instanton separation and in dependence on radius and relative orientation
1 ‘Anomalies’, Damned ‘Anomalies ’ and Statistics: Construction Industry Productivity in Australia
"... The exercise by an Australian state agency of coercive powers against construction industry workers has been justified by reference to claimed gains in productivity and hence national welfare. Yet the literature suggests that a more cooperative approach to union-management relations would offer bett ..."
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The exercise by an Australian state agency of coercive powers against construction industry workers has been justified by reference to claimed gains in productivity and hence national welfare. Yet the literature suggests that a more cooperative approach to union-management relations would offer
Results 1 - 10
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347
