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Capital market anomalies : explained by humans irrationality /
Hauptbeschreibung Why do small caps achieve higher risk-adjusted yields than large caps? Why do stock prices increase or decrease upon an index entry respectively deletion? Why does January records higher yields than the remaining months of the year? These as well as other observed capital market an...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hamburg :
Anchor Academic Pub.,
2013.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | Hauptbeschreibung Why do small caps achieve higher risk-adjusted yields than large caps? Why do stock prices increase or decrease upon an index entry respectively deletion? Why does January records higher yields than the remaining months of the year? These as well as other observed capital market anomalies or phenomena could be insufficiently explained by the classical capital market theory, which proceeds on the assumptions that all correspondent information are reflected in the stock prices, all negative effects are directly balanced on the market level and that efficiency of arbi. |
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| Notas: | "Disseminate knowledge"--Cover. |
| Descripción Física: | 1 online resource (84 pages) |
| Bibliografía: | Includes bibliographical references. |
| ISBN: | 9783954895304 3954895307 |