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The short-term impact of director trading in UK closed-end funds

Andriosopoulos, Dimitris; Steliaros, Michael; Thomas, … - In: The European journal of finance 21 (2015) 7/9, pp. 672-690

Persistent link: https://www.econbiz.de/10011302054

Fundamentals and the winner-loser effect theory and empirical evidence

Külpmann, Mathias - 2000

Persistent link: https://www.econbiz.de/10001474619

Stock price reaction to profit warnings : the role of time-varying betas

Yin, Shuxing; Mazouz, Khelifa; Benamraoui, Abdelfahid; … - In: Review of quantitative finance and accounting 50 (2018) 1, pp. 67-93

Persistent link: https://www.econbiz.de/10011979095

Review on efficiency and anomalies in stock markets

Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies : open access journal 8 (2020) 1/20, pp. 1-51

reviews the theory and literature on market efficiency and market anomalies. We give a brief review on market efficiency and …. This review is useful to academics for developing cutting-edge treatments of financial theory that EMH, anomalies, and …

Persistent link: https://www.econbiz.de/10012237439

Evolution and market behavior with endogenous investment rules

Bottazzi, Giulio; Dindo, Pietro - 2010

In a complete market for short-lived assets, we investigate long run wealth-driven selection on a general class of investment rules that depend on endogenously determined current and past prices. We find that market instability, leading to asset mis-pricing and informational efficiencies, is a...

Persistent link: https://www.econbiz.de/10008729026

Erklärung von "Mean Reversion" auf internationalen Aktienmärkten

Tolksdorf, Norbert - 2002

Trotz jahrzehntelanger Forschung zur Gültigkeit der Hypothese informationseffizienter Kapitalmärkte (EMH) sind wesentliche damit verbundene Fragestellungen noch immer ungeklärt. Eine ist diejenige nach der Existenz und der Erklärung von zeitvariablen Überrenditen ("Time Varying Excess...