Investment strategies and market anomalies. The past and the future
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Keywords
Market anomalies ; Investment strategy ; Fama - French 5 Factor Model ; Efficient market hypothesis ; Abnormal returnsAbstract
In the present thesis, a variety of Market Anomalies demonstrated and investigated. This research focuses on stock returns of European Equities Markets. Especially, the paper analyzes a group of four market anomalies and applies the proposed, by literature, methodology in order to define the existence and the powerful of these anomalies. Finally, a set of conclusions and implications, which are useful for the development of investment strategies and further research, are excluded.
Postgraduate Studies Programme
Πρόγραμμα Μεταπτυχιακών Σπουδών στη Διοίκηση Επιχειρήσεων για Στελέχη (Executive MBA)Department
Σχολή Οικονομικών, Επιχειρηματικών και Διεθνών Σπουδών. Τμήμα Οργάνωσης και Διοίκησης ΕπιχειρήσεωνNumber of pages
67Language
EnglishCollections
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Αναφορά Δημιουργού-Όχι Παράγωγα Έργα 3.0 Ελλάδα
Αναφορά Δημιουργού-Όχι Παράγωγα Έργα 3.0 Ελλάδα