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The Excess Returns of ‘Quality’ Stocks: A Behavioral Anomaly

blog.edarchimbaud.com

The Excess Returns of ‘Quality’ Stocks: A Behavioral Anomaly

edarchimbaud
Sep 9, 2023
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The Excess Returns of ‘Quality’ Stocks: A Behavioral Anomaly

blog.edarchimbaud.com
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Original paper

SSRN-id2717447.pdf

Trading rules

  • Investment universe: Non-financial stocks from NYSE, Amex, and Nasdaq

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