Marc Aretz

RWTH Aachen University

PhD student

Templergraben 64

Aachen, 52056

Germany

SCHOLARLY PAPERS

1

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232

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Scholarly Papers (1)

1.

Which Firms are Responsible for Characteristic Anomalies? A Statistical Leverage Analysis

Number of pages: 54 Posted: 13 Oct 2011
Kevin Aretz and Marc Aretz
Alliance Manchester Business School and RWTH Aachen University
Downloads 232 (144,413)

Abstract:

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Characteristic anomalies, statistical leverage analysis, efficient markets