Results 1 to 10 of about 72,023 (164)
STOCK MARKET ANOMALIES: A CASE OF CALENDAR EFFECTS ON THE MALAYSIAN STOCK MARKET [PDF]
Malaysian Journal of Computing, 2021 The existence of market anomalies for the return reveals the inefficiency in the market that could affect investor investment strategy, portfolio selection, and profit management.
Nurul Sima Mohamad Shariff +1 more
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Market anomalies in the Korean stock market [PDF]
Seonmul yeongu, 2020 This paper aims to replicate 148 anomalies and to examine whether the performance of the Korean market anomalies is statistically and economically significant.
Minyeon Han +2 more
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Risk-adjusted and Bonferroni-adjusted seasonality in emerging Asian stock markets
Economic Journal of Emerging Markets, 2020 Existing literature on market seasonality focuses mainly on returns anomalies with little or no attention to risk adjustment. This study investigates risk-adjusted, and Bonferroni adjusted day-of-the-week anomalies in nine emerging Asian stock markets ...
Faheem Aslam +2 more
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Editorial Statement and Research Ideas for Efficiency and Anomalies in Stock Markets
Economies, 2020 The Efficient Market Hypothesis states that it is impossible for an investor to outperform the market because all available information is already built into stock prices.
Wing-Keung Wong
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Calendar Effects in the Stock Markets of Central European Countries
Acta Universitatis Lodziensis. Folia Oeconomica, 2020 The efficient market hypothesis suggests that there are no opportunities to gain above‑normal profits using available information, because it is all reflected in the prices.
Marek Szymański, Grzegorz Wojtalik
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Presenting a Model for Updating of Appropriate Supervisory Systems with Market Anomalies in Tehran Stock Exchange [PDF]
فصلنامه بورس اوراق بهادار, 2022 The main purpose of this research is to investigate the effectiveness of Surveillance measures and provide a model for Updating of appropriate supervisory systems with market anomalies in Tehran Stock Exchange and Overseas Iran.
mehrdad sadrara +2 more
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Quantitative Finance and Economics, 2020 This paper analyses the behaviour of stock returns and calendar anomalies over a ten year period: 2007–2016 on the London Stock Exchange, through two major indices, the FTSE100 and FTSE250.
Lucrezia Rosini, 10.3934/QFE.2020006
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Quantitative Finance and Economics, 2023 This study examines the relationship between market volatility conditions and the weekend effect on size and profitability anomalies in the U.S. stock market.
Wenhui Li +3 more
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Cross-sectional stock returns, Market liquidity risk, and Financial market anomalies [PDF]
تحقیقات مالی, 2016 To achieve the optimal model for capital asset pricing has always been a central issue in studies of the financial field. In this study we consider Fama and French three-factor model augmented by the Pastor and Stambaugh (2003) liquidity risk factor ...
Gholam reza Aslami, Azam Honardust
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Review on Efficiency and Anomalies in Stock Markets
Economies, 2020 The efficient-market hypothesis (EMH) is one of the most important economic and financial hypotheses that have been tested over the past century. Due to many abnormal phenomena and conflicting evidence, otherwise known as anomalies against EMH, some ...
Kai-Yin Woo +3 more
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