Review on efficiency and anomalies in stock markets
Year of publication: |
2020
|
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Authors: | Woo, Kai-yin ; Mai, Chulin ; McAleer, Michael ; Wong, Wing Keung |
Published in: |
Economies. - Basel : MDPI, ISSN 2227-7099. - Vol. 8.2020, 1, p. 1-51
|
Publisher: |
Basel : MDPI |
Subject: | anchoring | anomalies | Behavioral Finance | behavioral models | BM effect | bubbles | calendar anomalies | causality | cointegration | copulas | covariance | Disposition Effect | diversification | dynamic models | EMH | Equity Premium Puzzle | herd effect | indifference curves | market efficiency | Momentum Effect | nonlinearity | ostrich effect | overconfidence | performance measures | portfolio optimization | portfolio selection | risk measures | robust estimation | stochastic dominance | technical analysis | the size effect | trading rules | two-moment decision models | unit root | utility | Winner-Loser Effect |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/economies8010020 [DOI] 1702951634 [GVK] hdl:10419/257069 [Handle] |
Classification: | A10 - General Economics. General ; G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies ; O10 - Economic Development. General ; O16 - Financial Markets; Saving and Capital Investment |
Source: |
-
Review on efficiency and anomalies in stock markets
Woo, Kai-yin, (2020)
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Review on efficiency and anomalies in stock markets
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Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis
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