2019年12月CFA考点简析：市场异常（market anomalies） - 知乎
网页时间序列的异常（time-series anomaly） 用白话文的解释是市场的波动会按照时间的推移会出现可预测的波动。 时间序列异常1：日历异常（calendar anomalies）
有效市场的Bug：市场异常现象 - 知乎 - 知乎专栏
网页本文介绍了三类市场异常现象：时间序列异常、市场局部异常和其他异常，以及它们的原因和利用方法。市场异常现象是指有效市场理论难以解释的股市现象，如一月效应、月初效应、小盘股效应等，它们可以让投资者在短期或长期获得超额收益。
447种股票市场异常，你看花眼了吗？！ - 知乎专栏
网页先是通过学术研究或者是数据挖掘，构造出一种或者多种市场异常（Market Anomaly ）； 然后再通过已知的、公认比较可靠谱的因子， 来检验市场异常； 通过统计检验，如果市场异常还存有显著的超额收益；
Market anomaly - Wikipedia
网页A market anomaly in a financial market is predictability that seems to be inconsistent with (typically risk-based) theories of asset prices. [1]
Market Anomalies - Meaning, Types, Examples, Causes, Effects
网页2024年8月21日 · Market anomalies are trading patterns inconsistent with economic theory, caused by various factors such as investor behavior, market imperfections, and regulatory policies. Learn about the types of anomalies (time-series and cross-sectional), their examples, effects, and how to exploit them for profit and risk mitigation.
Unraveling market mysteries: a comprehensive... | Open Research …
网页2023年10月12日 · Aktas et al. examined the ‘PIN’ anomaly around merger and acquisition announcements, revealing a different perspective on risk factors. The "PIN" anomaly, which pertains to private information-based trading, illustrates how information asymmetry can influence asset pricing.
异象组合|Anomaly portfolios-北京大学-新金融和创业投资研究中心
网页本网页提供了论文《再现和解析中国A股市场异象|Replicating and Digesting Anomalies in the Chinese A-share Market》中使用的469个市场异象组合的构建方法和技术细节。网页还包含了各异象组合的收益率数据和参考文献，可供下载和使用。
Market Anomaly: Definition, Causes, Theories, Examples - Strike
网页A market anomaly is a cross-sectional and time series pattern in securities returns that is not anticipated by a core paradigm or theory. A market anomaly may occur in either bull or bear markets. It was Kuhn who first popularized the word “anomaly” in 1970.
25 Stock Market Anomalies - Oxford Academic
网页2017年5月18日 · Summary Statistics for Abnormal Returns of Zero-cost Portfolios by Country and Anomaly
交易量週轉率之市場異常現象 ; The Turnover Anomaly - 百度学术
网页We show that the low turnover premium is greater for stocks with higher idiosyncratic volatility, higher transaction costs, and lower investor sophistication, corresponding with the market-mispricing explanation for the turnover anomaly.