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We talked about several anomalies in class (momentum, January, weekend, P/E, B/M, earnings surprise, small firm, neglected firm).

Use the internet to search for another anomaly that conflicts with EMH.

Briefly, explain what the anomaly is and how you would receive abnormal returns. Have any explanations been found for why the anomaly exists or does it weaken the efficient market hypothesis?

Financial Management, Finance

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