2007-05-31
Ape or Art: investment strategies
Publication
Publication
Aap of artiest: beleggingsstrategieën
This book concentrates on the question whether the stock market is efficient or leaves room for exploitable investment strategies. We analyze five possible anomalies in discussing the seasonal ‘Sell-in-May’ effect on the stock market and four cross-sectional patterns which involve IPOs, mergers and acquisitions, insider trading and index revisions. Our results suggest that the stock market is not fully efficient.
| Additional Metadata | |
|---|---|
| , | |
| Verbeek, Prof. Dr. M.J.C.M. (promotor) | |
| M.J.C.M. Verbeek (Marno) | |
| Erasmus University Rotterdam | |
| hdl.handle.net/1765/10154 | |
| Dissertations (UL) | |
| Organisation | RePub (University Library) |
|
Doeswijk, R. (2007, May 31). Ape or Art: investment strategies. Dissertations (UL). Retrieved from http://hdl.handle.net/1765/10154 |
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| Additional Files | |
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| ronald-doeswijk-ape-or-art-investment-strategies.jpg Cover Image , 223kb | |
| Stellingen final.pdf , 57kb | |
