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1. Market anomalies refer to certain stock/firm characteristics that have predictive power for the cross-sectional stock returns and such predictability cannot be explained by the
1. Market anomalies refer to certain stock/firm characteristics that have predictive power for the cross-sectional stock returns and such predictability cannot be explained by the risk factors.
a). Please list 5 known anomalies in the US stock market that are related to only to price and trading volume.
b). Please list 5 known anomalies in the US stock market that are related to only to variables available in financial statements.
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