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Author :
Publisher :
ISBN 13 :
Total Pages : 454 pages
Book Rating : 4.:/5 (94 download)
Download or read book An Empirical Study of Departures from the Efficient Market Hypothesis Using UK Equity Data written by and published by . This book was released on 1992 with total page 454 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Theophano Patra
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (118 download)
Download or read book An Empirical Investigation of the Efficient Market Hypothesis in Various Time Frequencies Using Economic, Financial , and Accounting Data written by Theophano Patra and published by . This book was released on 2004 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Stefan Palan
Publisher : GRIN Verlag
ISBN 13 : 3638703738
Total Pages : 80 pages
Book Rating : 4.6/5 (387 download)
Download or read book The Efficient Market Hypothesis and Its Validity in Today's Markets written by Stefan Palan and published by GRIN Verlag. This book was released on 2007-08 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt: Thesis (M.A.) from the year 2004 in the subject Business economics - Investment and Finance, grade: 1 (A), University of Graz (Institute f r Industrial Economics), 99 entries in the bibliography, language: English, abstract: This Master Thesis gives an overview of the research into the efficient market hypothesis from its first days in the 1950s to the present. The discussion of theoretical models and concepts is being complemented by a review of relevant empirical evidence from international capital markets. The thesis is completed by a brief outlook on newer research venues, including models employing behavioural finance approaches.
Author : Sebastian Harder
Publisher : GRIN Verlag
ISBN 13 : 3640743768
Total Pages : 65 pages
Book Rating : 4.6/5 (47 download)
Download or read book The Efficient Market Hypothesis and Its Application to Stock Markets written by Sebastian Harder and published by GRIN Verlag. This book was released on 2010-11 with total page 65 pages. Available in PDF, EPUB and Kindle. Book excerpt: Research Paper (undergraduate) from the year 2008 in the subject Business economics - Investment and Finance, grade: 1.7, The FOM University of Applied Sciences, Hamburg, language: English, abstract: Especially after the 90ies, where the stock markets raised enormously, many private investors joined the stock market and were blended by abnormal profits and neglected possible losses. The same behavior could be observed before the Financial Crisis became reality. But each endless raising stock market would finally collapse, because stock prices are randomly and only driven by relevant news. The adjustment to the news is quickly. This is the theoretical argumentation of the Efficient Market Hypothesis (EMH), which will be evaluated in this paper. The author gives an overview about the EMH by explaining the basic principles and its mathematical formulation. The practical part evaluated the EMH on selected examples, where the theory could only be partly approved.
Author : Christos Alexakis
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (6 download)
Download or read book An Empirical Investigation of the Efficient Market Hypothesis written by Christos Alexakis and published by . This book was released on 1992 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Erol S. Alkan
Publisher :
ISBN 13 :
Total Pages : 212 pages
Book Rating : 4.:/5 (298 download)
Download or read book A Test of the Efficient Market Hypothesis Using Istanbul Stock Exchange Data written by Erol S. Alkan and published by . This book was released on 1993 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Emilios Aslanis
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (277 download)
Download or read book Efficient Market Hypothesis written by Emilios Aslanis and published by . This book was released on 1998 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 267 pages
Book Rating : 4.:/5 (931 download)
Download or read book An Empirical Investigation of the Efficient Market Hypothesis: the Case of the Athens Stock Exchange written by and published by . This book was released on 1992 with total page 267 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Rory Francis Murphy Knight
Publisher :
ISBN 13 :
Total Pages : 542 pages
Book Rating : 4.:/5 (733 download)
Download or read book The Efficient Market Hypothesis and a Change to L.I.F.O. written by Rory Francis Murphy Knight and published by . This book was released on 1981 with total page 542 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Conall Michael Keogh
Publisher :
ISBN 13 :
Total Pages : 112 pages
Book Rating : 4.:/5 (66 download)
Download or read book The Overreaction Hypothesis and the UK Stock Market written by Conall Michael Keogh and published by . This book was released on 1996 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Douglas Johnson
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (98 download)
Download or read book An Empirical Analysis of the Efficient Market Hypothesis In Light of the 2008 Financial Crisis written by Douglas Johnson and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: In this thesis, I investigate the validity of the efficient market hypothesis during the period surrounding the financial crisis of 2008 with a focus on efficiency in United States financial markets. The empirical analysis employs several different econometric methods investigating the random walk model and the martingale process. The thesis evaluates the implications of non-stationary time series on market efficiency employing the augmented Dickey-Fuller unit root test. I then conduct Lo and MacKinlay variance ratio tests on the same data to test whether returns exhibit a martingale process consistent with the efficient market theory. For the most part, my results are consistent with the efficient market hypothesis, but we do find cases where returns exhibit mean reversion or momentum, properties that violate the efficient market theory.
Author : Andrew Ang
Publisher : Now Publishers Inc
ISBN 13 : 1601984685
Total Pages : 99 pages
Book Rating : 4.6/5 (19 download)
Download or read book The Efficient Market Theory and Evidence written by Andrew Ang and published by Now Publishers Inc. This book was released on 2011 with total page 99 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Efficient Market Hypothesis (EMH) asserts that, at all times, the price of a security reflects all available information about its fundamental value. The implication of the EMH for investors is that, to the extent that speculative trading is costly, speculation must be a loser's game. Hence, under the EMH, a passive strategy is bound eventually to beat a strategy that uses active management, where active management is characterized as trading that seeks to exploit mispriced assets relative to a risk-adjusted benchmark. The EMH has been refined over the past several decades to reflect the realism of the marketplace, including costly information, transactions costs, financing, agency costs, and other real-world frictions. The most recent expressions of the EMH thus allow a role for arbitrageurs in the market who may profit from their comparative advantages. These advantages may include specialized knowledge, lower trading costs, low management fees or agency costs, and a financing structure that allows the arbitrageur to undertake trades with long verification periods. The actions of these arbitrageurs cause liquid securities markets to be generally fairly efficient with respect to information, despite some notable anomalies.
Author :
Publisher :
ISBN 13 :
Total Pages : 398 pages
Book Rating : 4.3/5 (91 download)
Download or read book Index to Theses with Abstracts Accepted for Higher Degrees by the Universities of Great Britain and Ireland and the Council for National Academic Awards written by and published by . This book was released on 2000 with total page 398 pages. Available in PDF, EPUB and Kindle. Book excerpt: Theses on any subject submitted by the academic libraries in the UK and Ireland.
Author : Wing-Keung Wong
Publisher : Mdpi AG
ISBN 13 : 9783036530802
Total Pages : 232 pages
Book Rating : 4.5/5 (38 download)
Download or read book Efficiency and Anomalies in Stock Markets written by Wing-Keung Wong and published by Mdpi AG. This book was released on 2022-02-17 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Efficient Market Hypothesis believes that it is impossible for an investor to outperform the market because all available information is already built into stock prices. However, some anomalies could persist in stock markets while some other anomalies could appear, disappear and re-appear again without any warning. A Special Issue on "Efficiency and Anomalies in Stock Markets" will be devoted to advancements in the theoretical development of market efficiency and anomaly in the Stock Market, as well as applications in Stock Market efficiency and anomalies.
Author : A. Kabiri
Publisher : Springer
ISBN 13 : 1137372893
Total Pages : 149 pages
Book Rating : 4.1/5 (373 download)
Download or read book The Great Crash of 1929 written by A. Kabiri and published by Springer. This book was released on 2014-11-25 with total page 149 pages. Available in PDF, EPUB and Kindle. Book excerpt: Understanding the American stock market boom and bust of the 1920s is vital for formulating policies to combat the potentially deleterious effects of busts on the economy. Using new data, Kabiri explains what led to the 1920s stock market boom and 1929 crash and looks at whether 1929 was a bubble or not and whether it could have been anticipated.
Author :
Publisher : Springer
ISBN 13 : 1349588024
Total Pages : 7493 pages
Book Rating : 4.3/5 (495 download)
Download or read book The New Palgrave Dictionary of Economics written by and published by Springer. This book was released on 2016-05-18 with total page 7493 pages. Available in PDF, EPUB and Kindle. Book excerpt: The award-winning The New Palgrave Dictionary of Economics, 2nd edition is now available as a dynamic online resource. Consisting of over 1,900 articles written by leading figures in the field including Nobel prize winners, this is the definitive scholarly reference work for a new generation of economists. Regularly updated! This product is a subscription based product.
Author : Nuray Ergül Kondak
Publisher :
ISBN 13 : 9789757539803
Total Pages : 204 pages
Book Rating : 4.5/5 (398 download)
Download or read book The Efficient Market Hypothesis Revisited written by Nuray Ergül Kondak and published by . This book was released on 1997-01-01 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt:
