A Random Walk through Asset Pricing Anomalies - Mihovil Porin Rapic

A Random Walk through Asset Pricing Anomalies

Theoretical Underpinnings and Empirical Tests on Time Series Momentum
Buch | Softcover
120 Seiten
2017
AV Akademikerverlag
978-3-330-51192-7 (ISBN)
49,90 inkl. MwSt
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The idea of efficient markets is remarkably simple: All current information is reflected in and all new information is rapidly included into the price, keeping the prices unpredictable. Investors behave rationally and make financial decisions according to their marginal utility. However, Behavioral Finance argues that this is not always the case and that investors are susceptible to many irrationalities, evident in biases and heuristics used. The objective of this thesis is twofold: The first objective is to provide an overview of the Efficient Markets Hypothesis along with its shortcomings, while considering the alternative approach of Behavioral Finance at the same time. The second goal is to inspect one specific shortcoming in the nine developing markets of Eastern Europe.

Rapic, Mihovil Porin
Mihovil Porin Rapic studied at the University of Graz where he specialized in Finance. Through his education in Croatia, USA and Austria he became a critical thinker with a broad perspective and an interest in the wider context.

Erscheinungsdatum
Sprache englisch
Maße 150 x 220 mm
Gewicht 195 g
Themenwelt Sachbuch/Ratgeber Beruf / Finanzen / Recht / Wirtschaft Familienrecht
Schlagworte anomalies • anomaly • Asset Pricing • Eastern Europe • Empirical tests • Random Walk • Time Series Momentum • TSMOM
ISBN-10 3-330-51192-3 / 3330511923
ISBN-13 978-3-330-51192-7 / 9783330511927
Zustand Neuware
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