Reprint
Efficiency and Anomalies in Stock Markets
Edited by
February 2022
232 pages
- ISBN 978-3-0365-3080-2 (Hardback)
- ISBN 978-3-0365-3081-9 (PDF)
This is a Reprint of the Special Issue Efficiency and Anomalies in Stock Markets that was published in
Business & Economics
Computer Science & Mathematics
Summary
The Efficient Market Hypothesis believes that it is impossible for an investor to outperform the market because all available information is already built into stock prices. However, some anomalies could persist in stock markets while some other anomalies could appear, disappear and re-appear again without any warning.
A Special Issue on "Efficiency and Anomalies in Stock Markets" will be devoted to advancements in the theoretical development of market efficiency and anomaly in the Stock Market, as well as applications in Stock Market efficiency and anomalies.