← Search

Review of Financial Studies Vol. 28 No. 3 2015

Digesting Anomalies: An Investment Approach

Kewei Hou1; Chen Xue; Lu Zhang2,1

1 The Ohio State University · 2 National Bureau of Economic Research

open access

Abstract

This paper is a new incarnation of the defunct work previously circulated under the titles "Neoclassical Factors," "An equilibrium three-factor model," "Production-based factors," "A better three-factor model that explains more anomalies," and "An alternative three-factor model." We are extremely grateful to Robert Novy-Marx

DOI
10.1093/rfs/hhu068
Volume
28
Issue
3
Pages
650-705
Language
en
Sources
openalex crossref

Cite