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Replication Package for "Which Investors Drive Anomaly Returns and How?"

20260 citationsDatasetgreen Open Access

Authors

Yizhang Li · Two Sigma Investments (United States)

Stanislav Sokolinski

Andrea Tamoni · University of Notre Dame

Abstract

This repository contains the code and data for the paper "Which Investors Drive Anomaly Returns and How?". Please see the read-me file for details.

Topics & Keywords

Publication Details

Published in: Mendeley Data

DOI: 10.17632/yz79cwt7t6.2

Replication Package for "Which Investors Drive Anomaly Returns and How?" | Researchclopedia