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[Quantitive Trading] Market anomalies in the korean stock market
Original Paper ) https://www.emerald.com/insight/content/doi/10.1108/JDQS-03-2020-0004/full/html Market anomalies in the Korean stock market | Emerald Insight Abstract This paper aims to replicate 148 anomalies and to examine whether the performance of the Korean market anomalies is statistically and economically significant. First, the authors observe that only 37.8% anomalies in the universe o..
Experiences & Study/Quant & Finance
2023. 11. 1. 16:29