Which investors drive anomaly returns and how?

Journal:

Journal of Financial Economics

Published:

2026-05-01

DOI:

10.1016/j.jfineco.2026.104257

Affiliations:

3

Authors:

3

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Institutions	Authors	Share
Two Sigma Investments, LP, United States of America (USA)	1.000000	0.33
Michigan State University (MSU), United States of America (USA)	1.000000	0.33
University of Notre Dame (ND), United States of America (USA)	1.000000	0.33

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