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Special Section: Meta-Analysis of Market Anomalies – The Review of...

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“A Taxonomy of Anomalies and Their Trading Costs” by Robert Novy-Marx and Mihail Velikov. The issue is available to read online here.

A Taxonomy of Anomalies and their Trading Costs

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Downloadable! This paper studies the performance of a large number of anomalies after accounting for transaction costs, and the effectiveness of several...

Mihail Z. Velikov

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Published: Robert Novy-Marx & Mihail Velikov, "A Taxonomy of Anomalies and Their Trading Costs," Review of Financial Studies, vol 29(1), pages

Smart(er) Investing: How Academic Insights Propel the Savvy ...

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An article published in in The Review of Financial Studies, by Robert Novy-Marx and Mihail Velikov, examines the trading costs of the most important ...

THE BEST INVESTMENT WRITING VOLUME 2: Selected writing from ...

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Novy–Marx, Robert, and Mihail Velikov “A Taxonomy of Anomalies and Their Trading Costs.” Review of Financial Studies, vol. 29, no. 1:104–147.

A Taxonomy of Anomalies and Their Trading Costs

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Robert Novy-Marx, Mihail Velikov. National Bureau of Economic Research, Economics pages. 0 Reviews. Reviews aren't verified, but Google checks ... › books › about › A_Taxonom...

Taxonomy of Anomalies and Their Trading Costs

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by R Novy-Marx · · Cited by 538 — Robert Novy-Marx, Mihail Velikov, A Taxonomy of Anomalies and Their Trading Costs, The Review of Financial Studies, Volume 29, Issue 1, ... › rfs › article-abstract

Arnott, Robert, Noah Beck, and Vitali Kalesnik a. “To Win ...

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Novy-Marx, Robert, and Mihail Velikov “A Taxonomy of Anomalies and Their Trading Costs.” Federal Reserve Bank of Richmond working paper (August). › main › content › text

10 Large Scale Factor Anomaly Studies with Definitions

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May 13, — A Taxonomy of Anomalies and their Trading Costs 2015, Robert Novy-Marx and Mihail Velikov (with data) …and the Cross-Section of Expected ... › blog › a-list-of-compre...

A Taxonomy of Anomalies and their Trading Costs

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A Taxonomy of Anomalies and their Trading Costs Robert Novy-Marx, Mihail Velikov. NBER Working Paper No Issued in December NBER Program(s): AP

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Mihail Velikov and Trading Costs Free People Check