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.