Stock returns and calendar anomalies on the London Stock Exchange in the dynamic perspective of the Adaptive Market Hypothesis : a study of FTSE100 & FTSE250 indices over a ten year period
Lucrezia Rosini and Vijay Shenai
| Year of publication: |
2020
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|---|---|
| Authors: | Rosini, Lucrezia ; Shenai, Vijay |
| Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 4.2020, 1, p. 121-147
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| Subject: | London Stock Exchange | market efficiency | parametric and non-parametric tests | behavioural finance | Großbritannien | United Kingdom | Effizienzmarkthypothese | Efficient market hypothesis | Börsenhandel | Stock exchange trading | Kalendereffekt | Calendar effect | Kapitaleinkommen | Capital income | London | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/QFE.2020006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012176735