Christopher Reilly

Boston College - Department of Finance

Chestnut Hill, MA

United States

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Taking Sides on Return Predictability

Georgetown McDonough School of Business Research Paper No. 3637649
Number of pages: 48 Posted: 20 Jul 2020
R. David McLean, Jeffrey Pontiff and Christopher Reilly
Georgetown University - Department of Finance, Boston College - Department of Finance and Boston College - Department of Finance
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Abstract:

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Anomalies, Retail investors, Institutional investors, Short sellers, Hedge funds