Efficiency and Anomalies in Stock Markets
The Efficient Market Hypothesis believes that it is impossible for an investor to outperform the market because all available information is already built into stock prices. However, some anomalies could persist in stock markets while some other anomalies could appear, disappear and re-appear again...
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Year of Publication: | 2022 |
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Physical Description: | 1 electronic resource (232 p.) |
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Wong, Wing-Keung edt Efficiency and Anomalies in Stock Markets Basel MDPI - Multidisciplinary Digital Publishing Institute 2022 1 electronic resource (232 p.) text txt rdacontent computer c rdamedia online resource cr rdacarrier The Efficient Market Hypothesis believes that it is impossible for an investor to outperform the market because all available information is already built into stock prices. However, some anomalies could persist in stock markets while some other anomalies could appear, disappear and re-appear again without any warning. A Special Issue on "Efficiency and Anomalies in Stock Markets" will be devoted to advancements in the theoretical development of market efficiency and anomaly in the Stock Market, as well as applications in Stock Market efficiency and anomalies. English Development economics & emerging economies bicssc stochastic dominance Omega ratio risk averters risk seekers utility maximization market efficiency anomaly emerging markets KSE Pakistan three-factor model size and value premiums future economic growth liquidity proxy emerging market transaction cost price impact efficient market economic policy uncertainty random walk news Asian market G7 market real exchange rate volatility financial development economic growth Put–Call Ratio volume open interest frequency-domain roiling causality convertible bond financial constraints stock performance Autoregressive Model non-Gaussian error realized volatility Threshold Autoregressive Model value premium technical analysis moving average China stock market stock market finance applications EMH anomalies Behavioral Finance Winner–Loser Effect Momentum Effect calendar anomalies BM effect the size effect Disposition Effect Equity Premium Puzzle herd effect ostrich effect bubbles trading rules overconfidence utility portfolio selection portfolio optimization risk measures performance measures indifference curves two-moment decision models dynamic models diversification behavioral models unit root cointegration causality nonlinearity covariance copulas robust estimation anchoring 3-0365-3080-0 3-0365-3081-9 Wong, Wing-Keung oth |
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English |
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Wong, Wing-Keung |
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Wong, Wing-Keung |
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title |
Efficiency and Anomalies in Stock Markets |
spellingShingle |
Efficiency and Anomalies in Stock Markets |
title_full |
Efficiency and Anomalies in Stock Markets |
title_fullStr |
Efficiency and Anomalies in Stock Markets |
title_full_unstemmed |
Efficiency and Anomalies in Stock Markets |
title_auth |
Efficiency and Anomalies in Stock Markets |
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Efficiency and Anomalies in Stock Markets |
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efficiency and anomalies in stock markets |
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MDPI - Multidisciplinary Digital Publishing Institute |
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2022 |
physical |
1 electronic resource (232 p.) |
isbn |
3-0365-3080-0 3-0365-3081-9 |
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Not Illustrated |
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AT wongwingkeung efficiencyandanomaliesinstockmarkets |
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(CKB)5400000000045224 (oapen)https://directory.doabooks.org/handle/20.500.12854/79629 (EXLCZ)995400000000045224 |
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Efficiency and Anomalies in Stock Markets |
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