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Efficiency and Anomalies in Stock Markets

Resumen/Descripción – provisto por la editorial

No disponible.

Palabras clave – provistas por la editorial

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

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Información

Tipo de recurso:

libros

ISBN electrónico

978-3-0365-3081-9

País de edición

Suiza

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