Style anomalies on the London Stock Exchange : an analysis of univariate, multivariate and timing strategies

According to Dimson (1998), modem financial theory is founded on the assumption that markets are highly efficient. The presence of anomalous stock market behaviour has therefore attracted a great amount of research internationally. This thesis investigates the presence and exploitability of style an...

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Bibliographic Details
Main Author:	Bradshaw, Steve
Other Authors:	Van Rensburg, Paul
Format:	Others
Language:	English
Published:	University of Cape Town 2014
Subjects:	Management Studies
Online Access:	http://hdl.handle.net/11427/6691

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spelling	ndltd-netd.ac.za-oai-union.ndltd.org-uct-oai-localhost-11427-66912020-08-08T05:14:04Z Style anomalies on the London Stock Exchange : an analysis of univariate, multivariate and timing strategies Bradshaw, Steve Van Rensburg, Paul Management Studies According to Dimson (1998), modem financial theory is founded on the assumption that markets are highly efficient. The presence of anomalous stock market behaviour has therefore attracted a great amount of research internationally. This thesis investigates the presence and exploitability of style anomalies on the London Stock Exchange (LSE) and is divided into three main branches of research. 2014-08-28T09:13:41Z 2014-08-28T09:13:41Z 2005 Thesis http://hdl.handle.net/11427/6691 eng application/pdf University of Cape Town Faculty of Commerce School of Management Studies
collection	NDLTD
language	English
format	Others
sources	NDLTD
topic	Management Studies
spellingShingle	Management Studies Bradshaw, Steve Style anomalies on the London Stock Exchange : an analysis of univariate, multivariate and timing strategies
description	According to Dimson (1998), modem financial theory is founded on the assumption that markets are highly efficient. The presence of anomalous stock market behaviour has therefore attracted a great amount of research internationally. This thesis investigates the presence and exploitability of style anomalies on the London Stock Exchange (LSE) and is divided into three main branches of research.
author2	Van Rensburg, Paul
author_facet	Van Rensburg, Paul Bradshaw, Steve
author	Bradshaw, Steve
author_sort	Bradshaw, Steve
title	Style anomalies on the London Stock Exchange : an analysis of univariate, multivariate and timing strategies
title_short	Style anomalies on the London Stock Exchange : an analysis of univariate, multivariate and timing strategies
title_full	Style anomalies on the London Stock Exchange : an analysis of univariate, multivariate and timing strategies
title_fullStr	Style anomalies on the London Stock Exchange : an analysis of univariate, multivariate and timing strategies
title_full_unstemmed	Style anomalies on the London Stock Exchange : an analysis of univariate, multivariate and timing strategies
title_sort	style anomalies on the london stock exchange : an analysis of univariate, multivariate and timing strategies
publisher	University of Cape Town
publishDate	2014
url	http://hdl.handle.net/11427/6691
work_keys_str_mv	AT bradshawsteve styleanomaliesonthelondonstockexchangeananalysisofunivariatemultivariateandtimingstrategies
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Style anomalies on the London Stock Exchange : an analysis of univariate, multivariate and timing strategies

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