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#analyst-notes #market-efficency
Are the hypotheses supported by the data? Are there market patterns that lead to abnormal returns more often than not?

A market anomaly is a security price distortion in the market that seems to contradict the efficient market hypothesis. There are different categories of market anomalies.

Time-Series Anomalies

Calendar anomalies question whether some regularities exist in the rates of return during the calendar year that would allow investors to predict returns on stocks.

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Subject 3. Market pricing anomalies
Are the hypotheses supported by the data? Are there market patterns that lead to abnormal returns more often than not? A market anomaly is a security price distortion in the market that seems to contradict the efficient market hypothesis. There are different categories of market anomalies. Time-Series Anomalies Calendar anomalies question whether some regularities exist in the rates of return during the calendar year that would allow investors to predict returns on stocks. The January anomaly, also called small-firm-in-January effect, says that many people sell stocks that have declined in price during the previous months to realize th


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