Anomalies in financial markets

Research is done for various financial anomalies in order to get a more complete view of these anomalies. On the contrary of most existing literature, this research looked at common investment strategies for the S&P500. This choice was made for the reason that, until now, most research was done for the NYSE and NASDAQ stock exchanges. Therefore, it might be that those anomalies are only to be found in smaller markets. The S&P500 is chosen to see if indeed this is the case.