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Efficiency and Anomalies in Stock Markets
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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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Keywords
- anchoring
- anomalies
- anomaly
- applications
- Asian market
- autoregressive model
- behavioral finance
- behavioral models
- BM effect
- Bubbles
- calendar anomalies
- causality
- China stock market
- cointegration
- convertible bond
- Copulas
- covariance
- Development economics & emerging economies
- Disposition Effect
- diversification
- dynamic models
- economic growth
- economic policy uncertainty
- Economics
- Economics, finance, business & management
- efficient market
- emerging market
- Emerging Markets
- EMH
- Equity Premium Puzzle
- Finance
- financial constraints
- financial development
- frequency-domain roiling causality
- future economic growth
- G7 market
- herd effect
- indifference curves
- KSE Pakistan
- liquidity proxy
- market efficiency
- Momentum Effect
- moving average
- news
- non-Gaussian error
- nonlinearity
- Omega ratio
- open interest
- ostrich effect
- overconfidence
- performance measures
- portfolio optimization
- portfolio selection
- price impact
- Put–Call Ratio
- Random Walk
- real exchange rate
- realized volatility
- risk averters
- risk measures
- risk seekers
- robust estimation
- size and value premiums
- Stochastic Dominance
- stock market
- stock performance
- technical analysis
- the size effect
- three-factor model
- Threshold Autoregressive Model
- trading rules
- transaction cost
- two-moment decision models
- unit root
- Utility
- utility maximization
- value premium
- volatility
- volume
- Winner–Loser Effect
Links
DOI: 10.3390/books978-3-0365-3081-9Editions