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A market anomaly (or market inefficiency) is a price and/or rate of return distortion on a financial market that seems to contradict the efficient-market hypothesis, as conceived by Fama (1970) in his seminal paper.

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Why do some anomalies persist while others fade away?

What is it about those anomalies that are still around so many years later that prevents them from being arbitraged away? … Conversely, what is it about the short-lived anomalies that made them so fragile? …
Tal Fishman's user avatar
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