Efficiency and Anomalies in Stock Markets
| Efficiency and Anomalies in Stock Markets |
| Autore | Wong Wing-Keung |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 online resource (232 p.) |
| Soggetto topico | Development economics and emerging economies |
| Soggetto non controllato |
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 Disposition Effect diversification dynamic models economic growth economic policy uncertainty 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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910674048203321 |
Wong Wing-Keung
|
||
| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Intertemporal Choice and Its Anomalies
| Intertemporal Choice and Its Anomalies |
| Autore | Cruz Rambaud Salvador |
| Pubbl/distr/stampa | Frontiers Media SA, 2019 |
| Descrizione fisica | 1 online resource (88 p.) |
| Soggetto topico | Science: general issues |
| Soggetto non controllato |
anomaly
behavioral economics Intertemporal choice time preference time-consistency |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557244003321 |
Cruz Rambaud Salvador
|
||
| Frontiers Media SA, 2019 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||