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...
সংরক্ষণ করুন:
| বিন্যাস: | Online |
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| ভাষা: | ইংরেজি |
| প্রকাশিত: |
MDPI - Multidisciplinary Digital Publishing Institute
2022
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| বিষয়গুলি: | |
| অনলাইন ব্যবহার করুন: | ONIX_20220321_9783036530802_65 |
| ট্যাগগুলো: |
কোনো ট্যাগ নেই, প্রথমজন হিসাবে ট্যাগ করুন!
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| _version_ | 1869527049568256000 |
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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. |
| format | Online |
| id | doab-20.500.12854ir-79629 |
| 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 |