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Quant Radio: Dissecting Anomalies

Quant Radio: Dissecting Anomalies

Update: 2024-10-28
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Description

Welcome back to another deep dive! In this episode, we explore market anomalies with insights from the classic study 'Dissecting Anomalies' by financial legends Fama and French. We break down the surprising patterns in stock returns that challenge traditional models, discussing size, value, profitability, accruals, momentum, and more. Why do small companies often see higher returns? Why do firms issuing new stock tend to underperform? And what about the momentum effect, where winning stocks keep winning?

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Quant Radio is an AI-generated podcast, intended to help people develop their knowledge and skills in Quant finance. This podcast is not intended to provide investment advice.
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Quant Radio: Dissecting Anomalies

Quant Radio: Dissecting Anomalies

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