Please explain one well documented stock return anomaly, Financial Management

Please explain one well documented stock return anomaly

Please explain ONE well documented stock return anomaly based on behavioral finance. Hint: Please note that the "stock return anomaly based on behavioral finance" is not the same thing as "market efficiency anomalies". For instance, calendar anomaly is not an anomaly that is based on behavioral finance.

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Financial Management: Please explain one well documented stock return anomaly

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Financial Management: Please explain one well documented stock return anomaly

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