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Anomaly

Markets

Behavioral Explanations for the Low-Beta Anomaly

Download PDF The Low-Beta Anomaly The Low-Beta Anomaly is a well-documented stock market anomaly in which low beta stocks outperform high beta stocks. This goes against what basic financial intuition and theory would suggest; most notably it stands in direct opposition to the Capital Asset Pricing Model which stipulates that Read more…

By BSIC, 3 years3 April 2022 ago
Markets Old Articles

Back to the 80s? An Analysis of Value and Size Strategies in the STOXX Europe 600

The purpose of this article is to analyse the performance in the European markets – during the last five years – of two strategies that refer to two well-known market anomalies: the value and the size anomalies. Before looking at the results of our research, we will briefly discuss the Read more…

By BSIC, 8 years26 February 2017 ago

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