The January issue of RFS, 29(1), contains a special section on meta-analysis of market anomalies. The section features:
“… and the Cross-Section of Expected Returns” by Campbell R. Harvey, Yan Liu, and Heqing Zhu
“Dissecting Anomalies with a Five-Factor Model” by Eugene F. Fama and Kenneth R. French
“A Taxonomy of Anomalies and Their Trading Costs” by Robert Novy-Marx and Mihail Velikov
The issue is available to read online here.