Spanning Analysis of Stock Market Anomalies Under Prospect Stochastic Dominance
Published Online:20 Oct 2023https://doi.org/10.1287/mnsc.2023.4953
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The replication files for this article are available HERE.
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Volume 70, Issue 9
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Pages 5627-6482, iii-v
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- Received:August 25, 2021
- Accepted:February 03, 2023
- Published Online:October 20, 2023
Copyright © 2023, INFORMS
Cite as
Stelios Arvanitis, Olivier Scaillet, Nikolas Topaloglou (2023) Spanning Analysis of Stock Market Anomalies Under Prospect Stochastic Dominance. Management Science 70(9):6002-6025.
https://doi.org/10.1287/mnsc.2023.4953
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The authors thank the editor Will Cong, associate editor, and referees for constructive criticism and numerous suggestions that led to substantial improvements over previous versions of the paper, as well as E. Anisimov and D. Batista da Siva.
