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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ভাষা:ইংরেজি
প্রকাশিত: MDPI - Multidisciplinary Digital Publishing Institute 2022
বিষয়গুলি:
অনলাইন ব্যবহার করুন:ONIX_20220321_9783036530802_65
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collection Directory of Open Access Books
description 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.
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institution Directory of Open Access Books
language eng
publishDate 2022
publishDateRange 2022
publishDateSort 2022
publisher MDPI - Multidisciplinary Digital Publishing Institute
publisherStr MDPI - Multidisciplinary Digital Publishing Institute
record_format ojs
spelling doab-20.500.12854ir-796292024-03-30T02:53:59Z Efficiency and Anomalies in Stock Markets Wong, Wing-Keung 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 thema EDItEUR::K Economics, Finance, Business and Management::KC Economics::KCM Development economics and emerging economies 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. 2022-03-21T16:28:40Z 2022-03-21T16:28:40Z 2022 book ONIX_20220321_9783036530802_65 9783036530802 9783036530819 https://directory.doabooks.org/handle/20.500.12854/79629 eng image/jpeg Attribution 4.0 International https://mdpi.com/books/pdfview/book/5014 https://mdpi.com/books/pdfview/book/5014 MDPI - Multidisciplinary Digital Publishing Institute 10.3390/books978-3-0365-3081-9 10.3390/books978-3-0365-3081-9 46cabcaa-dd94-4bfe-87b4-55023c1b36d0 9783036530802 9783036530819 232 Basel open access
spellingShingle 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
thema EDItEUR::K Economics, Finance, Business and Management::KC Economics::KCM Development economics and emerging economies
Efficiency and Anomalies in Stock Markets
title 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_short Efficiency and Anomalies in Stock Markets
title_sort efficiency and anomalies in stock markets
topic 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
thema EDItEUR::K Economics, Finance, Business and Management::KC Economics::KCM Development economics and emerging economies
topic_facet 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
thema EDItEUR::K Economics, Finance, Business and Management::KC Economics::KCM Development economics and emerging economies
url ONIX_20220321_9783036530802_65