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Does U.S.-based Academic Research Enhance Global Market Efficiency?

https://doi.org/10.2139/ssrn.4675266
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The relationship between return and market value of common stocks
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Size, value, and momentum in international stock returns
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A five-factor asset pricing model
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Agnostic fundamental analysis works
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What You See Is Not What You Get: The Costs of Trading Market Anomalies
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Global market inefficiencies
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Factors and risk premia in individual international stock returns
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Global Factor Premiums
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Market efficiency in the age of big data
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Chapter 15 Anomalies and market efficiency
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Local, Regional, or Global Asset Pricing?
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Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole
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Risk, Return, and Equilibrium: Empirical Tests
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Firm Characteristics and Global Stock Returns: A Conditional Asset Pricing Model
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Publication Bias and the Cross-Section of Stock Returns
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Are the Fama and French Factors Global or Country Specific?
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What Factors Drive Global Stock Returns?
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Digesting Anomalies: An Investment Approach
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Editor's Choice … and the Cross-Section of Expected Returns
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Fundamental Analysis and the Cross-Section of Stock Returns: A Data-Mining Approach
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The History of the Cross-Section of Stock Returns
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Replicating Anomalies
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International Momentum Strategies
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The Structure of Voluntary Disclosure Narratives: Evidence from Tone Dispersion
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Does the Stock Market Overreact?
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Efficient Capital Markets: II
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Fundamentals and Stock Returns in Japan
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Additional Evidence on Integration in the Canadian Stock Market
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01371.xopenalex-extracted
Dissecting Anomalies
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01532.xopenalex-extracted
Individualism and Momentum around the World
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Market Segmentation and Cross‐predictability of Returns
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Value and Momentum Everywhere
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Does Academic Research Destroy Stock Return Predictability?
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Presidential Address: The Scientific Outlook in Financial Economics
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Anomalies and the Expected Market Return
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Is There a Replication Crisis in Finance?
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8. Data-Snooping Biases in Tests of Financial Asset Pricing Models
inferredcites →https://doi.org/10.2139/ssrn.1508484openalex-extracted
International Stock Return Predictability: What is the Role of the United States?
inferredcites →https://doi.org/10.2139/ssrn.15108openalex-extracted
Market Efficiency, Long-Term Returns, and Behavioral Finance
inferredcites →https://doi.org/10.2139/ssrn.1562697openalex-extracted
Predictable Trade Flows and Returns of Trade-Linked Countries
inferredcites →https://doi.org/10.2139/ssrn.166840openalex-extracted
Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
inferredcites →https://doi.org/10.2139/ssrn.1920411openalex-extracted
Measuring Readability in Financial Disclosures
inferredcites →https://doi.org/10.2139/ssrn.463005openalex-extracted
Industry Information Diffusion and the Lead-Lag Effect in Stock Returns
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Contrarian Investment, Extrapolation, and Risk
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The Effects of Reporting Complexity on Small and Large Investor Trading
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