Calendar market anomalies include the neglected firm effect,which means few analysts follow the stock,or few institutions own the stock.

Question

Quizplus · Accepted Answer

The neglected firm effect is not a calendar market anomaly; it refers to the tendency of stocks that are less followed by analysts or owned by fewer institutions to outperform, but it is not related to specific times of the year. Calendar anomalies, like the January effect, are related to specific periods.

Calendar Market Anomalies Include the Neglected Firm Effect,which Means Few