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What Explains the Dynamics of 100 Anomalies?
150/150 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 150 checked references that resolve
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Illiquidity and stock returns: cross-section and time-series effects
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Empirical Evidence on Capital Investment, Growth Options, and Security Returns
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Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly
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Maxing out: Stocks as lotteries and the cross-section of expected returns
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Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics
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The Long‐run Performance Following Dividend Initiations and Resumptions: Underreaction or Product of Chance?
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The relation between corporate financing activities, analysts’ forecasts and stock returns
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Simple Technical Trading Rules and the Stochastic Properties of Stock Returns
resolves10.1016/s0304-405x(99)00013-6
Managerial performance and the cross-sectional pricing of closed-end funds
resolves10.1111/j.1540-6261.2012.01729.x
A Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices
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The Extreme Future Stock Returns Following I/B/E/S Earnings Surprises
resolves10.1111/j.1540-6261.2004.00644.x
An Examination of Long‐Term Abnormal Stock Returns and Operating Performance Following R&D Increases
resolves10.2139/ssrn.1364696
An Anatomy of Pairs Trading: The Role of Idiosyncratic News, Common Information and Liquidity
resolves10.2308/accr.2003.78.1.353
Accrued Earnings and Growth: Implications for Future Profitability and Market Mispricing
resolves10.2139/ssrn.2262374
The Characteristics that Provide Independent Information about Average U.S. Monthly Stock Returns
resolves10.1016/s0304-405x(03)00176-4
Predicting stock price movements from past returns: the role of consistency and tax-loss selling
resolves10.1016/s0304-405x(02)00228-3
Equilibrium and welfare in markets with financially constrained arbitrageurs
resolves10.1111/j.1540-6261.2009.01501.x
Driven to Distraction: Extraneous Events and Underreaction to Earnings News
resolves10.1111/0022-1082.00206
Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies
resolves10.1287/mnsc.1080.0920
Volume and Price Patterns Around a Stock's 52-Week Highs and Lows: Theory and Evidence
resolves10.1111/j.1540-6261.1993.tb04702.x
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
resolves10.1016/j.jfineco.2011.03.024
Limits-to-arbitrage, investment frictions, and the asset growth anomaly
resolves10.2469/faj.v67.n4.5
The Limits to Arbitrage Revisited: The Accrual and Asset Growth Anomalies
resolves10.1111/j.1475-679x.2006.00196.x
Comparing the Post-Earnings Announcement Drift for Surprises Calculated from Analyst and Time Series Forecasts
resolves10.3386/w19834
How Constraining Are Limits to Arbitrage? Evidence from a Recent Financial Innovation
resolves10.1093/rfs/13.2.257
Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
resolves10.1016/j.jacceco.2006.04.004
Why is the accrual anomaly not arbitraged away? The role of idiosyncratic risk and transaction costs
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1016/0165-4101(89)90017-7
Financial statement analysis and the prediction of stock returns
resolves10.2307/2672906
Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers
resolves10.1016/j.jacceco.2010.09.008
Accounting anomalies and fundamental analysis: A review of recent research advances
resolves10.1016/0304-405x(90)90015-r
The seemingly anomalous price behavior of Royal Dutch/Shell and Unilever N.V./PLC
resolves10.1016/j.jfineco.2005.04.005
Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk
resolves10.1016/j.jfineco.2010.06.007
Mispricing of dual-class shares: Profit opportunities, arbitrage, and trading☆
resolves10.1016/j.jfineco.2014.07.008
The long of it: Odds that investor sentiment spuriously predicts anomaly returns
resolves10.1111/j.1468-036x.2009.00520.x
The Cross‐Section of Expected Stock Returns: What Have We Learnt from the Past Twenty‐Five Years of Research?
resolves10.1016/j.jfineco.2012.12.002
The asset growth effect: Insights from international equity markets
resolves10.2307/1912934
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
The 8 references without a DOI — listed, not checked
no DOI — not checkedref3
no DOI — not checkedref44
no DOI — not checkedCommon risk factors in the returns on stocks and bonds
no DOI — not checkedref64
no DOI — not checkedref88
no DOI — not checkedref93
no DOI — not checkedCostly arbitrage and the myth of idiosyncratic risk
no DOI — not checkedDo stock prices fully reflect information in accruals and cash flows about future earnings?
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