Do industries matter in explaining stock returns and asset-pricing anomalies?

Keyphrases

• Stock Returns 100%
• Asset Pricing Anomalies 100%
• Industry Returns 100%
• Book-to-market Ratio 66%
• Asset Pricing Model 66%
• Industry Averages 66%
• Momentum Effect 33%
• Significant Risk Factors 33%
• Risk Premium 33%
• Explanatory Power 33%
• Risky Driving 33%
• Behavioral Theory 33%
• Book-to-market Effect 33%
• Intra-industry 33%
• Small Firm Effect 33%
• Market Momentum 33%
• Market Capitalization 33%

Economics, Econometrics and Finance

• Industry 100%
• Capital Market Returns 100%
• Asset Pricing 100%
• Financial Economics 28%
• Risk Premium 14%