Asset Growth Across Countries

Posted Mar 31 2011 by Wesley R. Gray, Ph.D. in 

A new working paper investigates the asset growth anomaly across multiple countries and finds that the effect is fairly robust.

Here is the link to the document:

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1787237&

Here is a link to our original post on the anomaly:

http://turnkeyanalyst.com/2011/03/the-asset-growth-effect-in-stock-returns/

Here is a link to our data site that provides data to trade the global strategy:

http://turnkeyanalyst.com/users/sign_in

Here are the stats for the asset growth anomaly by country, and in aggregate across the world:

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About the Author

Wesley R. Gray, Ph.D.Better known as "The Turnkey Analyst, Ph.D.", Executive Managing Member, Empiritrage, LLC, Assistant Professor of Finance, Drexel University’s LeBow College of Business, United States Marine Corps, Captain, Ground Intelligence Officer, Published author; featured speaker, author, and lecturer at numerous venues (top-tier universities, museums, radio, and television), Ph.D./M.B.A. Finance, University of Chicago Booth School of Business, B.S. The Wharton School, University of Pennsylvania, magna cum laude Wes' homepage is at http://welcometotheadventure.com/View all posts by Wesley R. Gray, Ph.D. →

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