When investing, it can be jarring to expect one thing, and for something completely different to happen. Specifically, when your investment shows an abnormal return. What is an abnormal return? As the ...

The cumulative abnormal return (CAR) is a key metric used by investors and financial analysts to evaluate the actual performance of a stock or portfolio relative to what is expected. CAR measures the ...

Studies suggest that index rebalancing anomalies generate excess risk-adjusted returns caused by stock index funds and institutional investors that benchmark the indexes. The new 2019 annual Russell ...

Foreign exchange markets are shaped by liquidity fluctuations, which can trigger return volatility and price jumps. Identifying and predicting abnormal FX returns is critical for risk management and ...

What is an Abnormal Return? This is the difference of the actual return from the Expected Rate of Return (ROR) in an investment portfolio. Since they're not due to market-wide systemic influences, ...