Efficiency of capital markets : a new perspective on the value premium and day-of-the-week effect
Year of publication: |
2018
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Authors: | Procasky, William J. ; Raja, Zubair Ali ; Oyotode, Renée |
Published in: |
International journal of portfolio analysis and management : IJPAM. - Genéve [u.a.] : Inderscience Enterprises, ISSN 2048-237X, ZDB-ID 2663998-1. - Vol. 2.2018, 2, p. 114-140
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Subject: | market efficiency | stock anomalies | value premium | international financial markets | day-of-the-week effect | DoWE | style investing | Börsenkurs | Share price | Kalendereffekt | Calendar effect | Effizienzmarkthypothese | Efficient market hypothesis | CAPM | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Theorie | Theory |
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