Information efficiency and anomalies in asian equity markets: theories and evidence
Éditeur :
Taylor & Francis Ltd
ISBN :
9780367595920
Date de publication :
14 août 2020
Dimensions :
23,4 x 15,6 cm
Poids :
453 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
The efficient market hypothesis (EMH) maintains that all relevant information is fully and immediately reflected in a stock price and that an investor will obtain an equilibrium rate of return. This has far reaching implications in terms of capital allocation, stock price predictability, as well as the possibility of any profitable trading strat