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“Market Anomalies” refers to books that investigate persistent, systematic patterns in asset prices that appear to contradict the efficient market hypothesis, and how investors might understand or exploit them. Titles in this category examine well-known effects such as value, size, momentum, quality, low volatility, calendar effects, and post-earnings announcement drift across equities and other asset classes. They blend academic evidence with practitioner insights, covering behavioral explanations, risk-based theories, market microstructure, and limits to arbitrage, while scrutinizing data-mining pitfalls, publication bias, and the impact of transaction costs and real-world implementation. Readers can expect empirical studies, strategy design and backtesting, historical context, replication debates, and guidance on factor investing and portfolio construction. The category serves investors, quants, and students seeking to understand why anomalies arise, when they persist or disappear, and how to apply findings responsibly in dynamic markets.

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