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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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Bibliographic Details
Main Author: Wong, Wing-Keung
Format: eBook
Language:English
Published: Basel MDPI - Multidisciplinary Digital Publishing Institute 2022
Subjects:
Volume
Unit Root
Emerging Markets
Financial Development
Calendar Anomalies
Efficient Market
Threshold Autoregressive Model
Anchoring
Robust Estimation
Price Impact
Trading Rules
Utility
The Size Effect
Behavioral Models
Copulas
Real Exchange Rate
Stock Performance
Diversification
Autoregressive Model
Performance Measures
Emerging Market
Liquidity Proxy
Market Efficiency
Technical Analysis
Momentum Effect
Winner-loser Effect
Kse Pakistan
Anomaly
Financial Constraints
Three-factor Model
Equity Premium Puzzle
Development Economics And Emerging Economies / Bicssc
Bm Effect
News
Portfolio Selection
Risk Averters
Transaction Cost
Portfolio Optimization
Covariance
G7 Market
Value Premium
Future Economic Growth
Herd Effect
Open Interest
Asian Market
Two-moment Decision Models
Risk Seekers
Volatility
Omega Ratio
Cointegration
Anomalies
Overconfidence
Economic Growth
Causality
Random Walk
Indifference Curves
Frequency-domain Roiling Causality
Size And Value Premiums
Applications
Stochastic Dominance
Ostrich Effect
Stock Market
Nonlinearity
Finance
Put-call Ratio
Bubbles
Risk Measures
Moving Average
China Stock Market
Non-gaussian Error
Economic Policy Uncertainty
Behavioral Finance
Emh
Convertible Bond
Realized Volatility
Dynamic Models
Utility Maximization
Disposition Effect
Online Access:
Collection: Directory of Open Access Books - Collection details see MPG.ReNa
Description
Summary: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.
Item Description:Creative Commons (cc), https://creativecommons.org/licenses/by/4.0/
Physical Description:1 electronic resource (232 p.)
ISBN:9783036530819
books978-3-0365-3081-9
9783036530802

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