Efficiency and Anomalies in Stock Markets

Efficiency and Anomalies in Stock Markets

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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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Sonstige:
Wong, Wing-Keung
Year of Publication:2022
Language:English
Physical Description:1 electronic resource (232 p.)
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spelling 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
language English
format eBook
author2 Wong, Wing-Keung
author_facet Wong, Wing-Keung
author2_variant w k w wkw
author2_role Sonstige
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
title_new Efficiency and Anomalies in Stock Markets
title_sort efficiency and anomalies in stock markets
publisher MDPI - Multidisciplinary Digital Publishing Institute
publishDate 2022
physical 1 electronic resource (232 p.)
isbn 3-0365-3080-0
3-0365-3081-9
illustrated Not Illustrated
work_keys_str_mv AT wongwingkeung efficiencyandanomaliesinstockmarkets
status_str n
ids_txt_mv (CKB)5400000000045224
(oapen)https://directory.doabooks.org/handle/20.500.12854/79629
(EXLCZ)995400000000045224
carrierType_str_mv cr
is_hierarchy_title Efficiency and Anomalies in Stock Markets
author2_original_writing_str_mv noLinkedField
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