Efficiency and Anomalies in Stock Markets
Overview & Synopsis
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.
Indexed from repository: Directory of Open Access Books
(
www.doabooks.org)
Document Information
| Document Title | Efficiency and Anomalies in Stock Markets |
|---|---|
| Author / Organization | DOAB Contributor |
| Subject & Discipline | stochastic dominance |
| Categories | Open Access Books |
| Publication Year | 2022 |
| License / Rights | Open Access / Creative Commons |
| Resource Verification | Listed PDF (Verification Pending) |
| Original Host Website |
Directory of Open Access Books
(www.doabooks.org)
|
| File Format | application/pdf (Portable Document Format) |
| Language | EN |
| Catalog ID | DOC-147824 |
| Original Source Link | Visit Source Page on www.doabooks.org » |