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