TY  - BOOK
AU  - Wong, Wing-Keung
TI  - Efficiency and Anomalies in Stock Markets
SN  - 9783040000000
KW  - stochastic dominance||Omega ratio||risk averters||risk seekers||utility maximization||market efficiency||anomaly||emerging markets||KSE Pakistan||three-factor model||size and value premiums||future economic growth||liquidity proxy||emerging market||transaction cost||price impact||efficient market||economic policy uncertainty||random walk||news||Asian market||G7 market||real exchange rate||volatility||financial development||economic growth||Put–Call Ratio||volume||open interest||frequency-domain roiling causality||convertible bond||financial constraints||stock performance||Autoregressive Model||non-Gaussian error||realized volatility||Threshold Autoregressive Model||value premium||technical analysis||moving average||China stock market||stock market||finance||applications||EMH||anomalies||Behavioral Finance||Winner–Loser Effect||Momentum Effect||calendar anomalies||BM effect||the size effect||Disposition Effect||Equity Premium Puzzle||herd effect||ostrich effect||bubbles||trading rules||overconfidence||utility||portfolio selection||portfolio optimization||risk measures||performance measures||indifference curves||two-moment decision models||dynamic models||diversification||behavioral models||unit root||cointegration||causality||nonlinearity||covariance||copulas||robust estimation||anchoring
UR  - https://mdpi.com/books/pdfview/book/5014
ER  -