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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| Format: | Others |
| Language: | English |
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University of Cape Town
2014
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| Online Access: | http://hdl.handle.net/11427/6691 |