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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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Furkejuvvon:
Materiálatiipa: Online
Giella:eaŋgalasgiella
Almmustuhtton: MDPI - Multidisciplinary Digital Publishing Institute 2022
Fáttát:
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
Liŋkkat:ONIX_20220321_9783036530802_65
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ONIX_20220321_9783036530802_65

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