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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
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 academics have questioned whether EMH is...
Persistent link: https://www.econbiz.de/10012237439
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Multi-period experimental asset markets with distinct fundamental value regimes
Stöckl, Thomas; Huber, Jürgen; Kirchler, Michael - In: Experimental economics : a journal of the Economic … 18 (2015) 2, pp. 314-334
Persistent link: https://www.econbiz.de/10011530673
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Bubbles in asset prices
Malkiel, Burton G. - 2010
Persistent link: https://www.econbiz.de/10003920885
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Bayesian Analysis of Bubbles in Asset Prices
Fulop, Andras - 2017
properties for detecting bubbles. Empirical analysis using price-dividend ratios of S&P500 highlights the advantages of our …
Persistent link: https://www.econbiz.de/10012973479
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The equity mispricing : evidence from China's stock market
Liu, Dehong; Gu, Hongmei; Lung, Peter P. - In: Pacific-Basin finance journal 39 (2016), pp. 211-223
Persistent link: https://www.econbiz.de/10011669250
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Rational belief bubbles
Sohn, Hyun-U; Sornette, Didier - 2020
We propose an extension of the class of rational expectations bubbles (REBs) to the more general rational beliefs … beliefs can thus account for speculative bubbles, without the need for irrational agents or limits to arbitrage. Many of the … shortcomings of REBs that make rational bubbles implausible can be overcome once we relax the ergodicity requirement. In particular …
Persistent link: https://www.econbiz.de/10012181099
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Towards a general theory of the stock market
Fender, John - 2015
Persistent link: https://www.econbiz.de/10011389962
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Towards a general theory of the stock market
Fender, John - 2016
Although there are many stock market anomalies which the Efficient Market Hypothesis (EMH) finds difficult to explain, it also has its strengths, and so far no alternative hypothesis has been developed which can explain what the EMH explains but which can also do a better job in explaining the...
Persistent link: https://www.econbiz.de/10012010417
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The New York stock market in the 1920s and 1930s : did stock prices move together too much?
Rappoport, Peter - 1994
Persistent link: https://www.econbiz.de/10000883024