04095nam 2201249z- 450 991067404820332120231214133453.0(CKB)5400000000045224(oapen)https://directory.doabooks.org/handle/20.500.12854/79629(EXLCZ)99540000000004522420202203d2022 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierEfficiency and Anomalies in Stock MarketsBaselMDPI - Multidisciplinary Digital Publishing Institute20221 electronic resource (232 p.)3-0365-3080-0 3-0365-3081-9 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.Development economics & emerging economiesbicsscstochastic dominanceOmega ratiorisk avertersrisk seekersutility maximizationmarket efficiencyanomalyemerging marketsKSE Pakistanthree-factor modelsize and value premiumsfuture economic growthliquidity proxyemerging markettransaction costprice impactefficient marketeconomic policy uncertaintyrandom walknewsAsian marketG7 marketreal exchange ratevolatilityfinancial developmenteconomic growthPut–Call Ratiovolumeopen interestfrequency-domain roiling causalityconvertible bondfinancial constraintsstock performanceAutoregressive Modelnon-Gaussian errorrealized volatilityThreshold Autoregressive Modelvalue premiumtechnical analysismoving averageChina stock marketstock marketfinanceapplicationsEMHanomaliesBehavioral FinanceWinner–Loser EffectMomentum Effectcalendar anomaliesBM effectthe size effectDisposition EffectEquity Premium Puzzleherd effectostrich effectbubblestrading rulesoverconfidenceutilityportfolio selectionportfolio optimizationrisk measuresperformance measuresindifference curvestwo-moment decision modelsdynamic modelsdiversificationbehavioral modelsunit rootcointegrationcausalitynonlinearitycovariancecopulasrobust estimationanchoringDevelopment economics & emerging economiesWong Wing-Keungedt1296145Wong Wing-KeungothBOOK9910674048203321Efficiency and Anomalies in Stock Markets3059539UNINA