Beyond the random walk : a guide to stock market anomalies and low-risk investing /

Singal, Vijay,

Beyond the random walk : a guide to stock market anomalies and low-risk investing / Vijay Singal. - xvi, 350 páginas : ilustraciones - Financial Management Association survey and synthesis. .

Incluye bibliografía.

Market efficiency and anomalies -- The January effect and the new December effect -- The weekend effect -- Short-term price drift -- Momentum in industry portfolios -- Mispricing of mutual funds -- Trading by insiders -- Changes to the S&P 500 index -- Merger arbitrage -- International investing and the home bias -- Bias in currency forward rates -- Understanding and learning from behavioral finance -- A description of other possible mispricings -- Appendix A. Financial instruments -- Appendix B. Short selling -- Appendix C Hedging market return.

0195304225 9780195304220


Inversiones.

332.6 / S617b 2006

Con tecnología Koha