reviews the theory and literature on market efficiency and market anomalies. We give a brief review on market efficiency and …. This review is useful to academics for developing cutting-edge treatments of financial theory that EMH, anomalies, and …

are common among them. Having established the conditions under which common bubbles are present within the class of mixed …

conservatively. Surprisingly, survivor stocks tend to be loser stocks with negative exposure to the momentum factor. Further analyses …

Purpose - The present research aims to examine a range of momentum trading strategies for the tourism and hospitality … that none of these momentum investing strategies was profitable. Most of the results, however, show positive, but … insignificant momentum returns. This finding can be interpreted as price reversal over a horizon of three to twelve months in the US …

This study examines the role of market sentiment in predicting the price bubbles of four strategic metal commodities … the role of sentiment as a reliable indicator of future bubbles for some metal commodities and found that bubbles were … the price bubbles of precious metals. …

earnings growth predictability under the presence of the most recent global financial recession. Second, we exploit the long … predictability is evident in the medium and large-sized portfolios and is better captured by pdet at 35% and 47% equivalently. Second … predictability. Finally, the novelty of this paper lies in the links it tries to retrieve among market capitalization value and …

predictability of P/C depends on the investors: institutional and individual investors' P/C ratios are not related to returns, but …

bulk distribution components. This implies that the combination of a stochastic econometric model with extreme value theory …