Similar Search Results

Chapter 15 Anomalies and market efficiency

Schwert, G. William - 2003

Anomalies are empirical results that seem to be inconsistent with maintained theories of asset-pricing behavior. They indicate either market inefficiency (profit opportunities) or inadequacies in the underlying asset-pricing model. After they are documented and analyzed in the academic...

Persistent link: https://www.econbiz.de/10014023856

Is momentum trading profitable from Shari'ah compliant stocks?

Li, Bob; Ee, Mong Shan; Rashid, Mamunur - In: Review of financial economics : RFE 31 (2016), pp. 56-63

Persistent link: https://www.econbiz.de/10011636646

Cross-sectional predictability of stock returns, evidence from the 19th century Brussels Stock Exchange (1873–1914)

Annaert, Jan; Mensah, Lord - In: Explorations in economic history : EEH 52 (2014), pp. 22-43

Persistent link: https://www.econbiz.de/10010381501

Portfolio overlapping bias in tests of the Fama-French three-factor model

Tauscher, Kathrin; Wallmeier, Martin - In: European financial management : the journal of the … 22 (2016) 3, pp. 367-393

Persistent link: https://www.econbiz.de/10011711717

Size effect in China

Li, Tianyang; Li, Daye; Men, Ming - In: Applied economics 53 (2021) 37, pp. 4358-4370

Persistent link: https://www.econbiz.de/10012609760

Fama-French five-factor asset pricing model : empirical evidence from Indian stock market

Tripathi, Vanita; Singh, Pardeep - In: International journal of business and globalisation : IJBG 27 (2021) 1, pp. 70-91

Persistent link: https://www.econbiz.de/10012505788

Size effect in Indian equity market : myth or reality?

Vasishth, Vibhuti; Sehgal, Sanjay; Sharma, Gagan - In: Asia Pacific financial markets 28 (2021) 1, pp. 101-119

Persistent link: https://www.econbiz.de/10012486287

Equity market anomalies in major European economies

Pandey, Asheesh; Sehgal, Sanjay; Mohapatra, Amiya Kumar; … - In: Investment management and financial innovations 18 (2021) 2, pp. 245-260

Persistent link: https://www.econbiz.de/10012698617

Cross-section of returns in frontier markets : evidence from the GCC markets

Alhashel, Bader S. - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 3, pp. 798-823

Persistent link: https://www.econbiz.de/10012483254

Are prominent equity market anomalies in India fading away?

Sharma, Gagan Deep; Subramaniam, Srividya; Sehgal, Sanjay - In: Global business review 22 (2021) 1, pp. 255-270

Persistent link: https://www.econbiz.de/10012483276