The Handbook Of Equity Market Anomalies
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The Handbook Of Equity Market Anomalies
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Author : Leonard Zacks
language : en
Publisher: John Wiley & Sons
Release Date : 2011-08-24
The Handbook Of Equity Market Anomalies written by Leonard Zacks and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-08-24 with Business & Economics categories.
Investment pioneer Len Zacks presents the latest academic research on how to beat the market using equity anomalies The Handbook of Equity Market Anomalies organizes and summarizes research carried out by hundreds of finance and accounting professors over the last twenty years to identify and measure equity market inefficiencies and provides self-directed individual investors with a framework for incorporating the results of this research into their own investment processes. Edited by Len Zacks, CEO of Zacks Investment Research, and written by leading professors who have performed groundbreaking research on specific anomalies, this book succinctly summarizes the most important anomalies that savvy investors have used for decades to beat the market. Some of the anomalies addressed include the accrual anomaly, net stock anomalies, fundamental anomalies, estimate revisions, changes in and levels of broker recommendations, earnings-per-share surprises, insider trading, price momentum and technical analysis, value and size anomalies, and several seasonal anomalies. This reliable resource also provides insights on how to best use the various anomalies in both market neutral and in long investor portfolios. A treasure trove of investment research and wisdom, the book will save you literally thousands of hours by distilling the essence of twenty years of academic research into eleven clear chapters and providing the framework and conviction to develop market-beating strategies. Strips the academic jargon from the research and highlights the actual returns generated by the anomalies, and documented in the academic literature Provides a theoretical framework within which to understand the concepts of risk adjusted returns and market inefficiencies Anomalies are selected by Len Zacks, a pioneer in the field of investing As the founder of Zacks Investment Research, Len Zacks pioneered the concept of the earnings-per-share surprise in 1982 and developed the Zacks Rank, one of the first anomaly-based stock selection tools. Today, his firm manages U.S. equities for individual and institutional investors and provides investment software and investment data to all types of investors. Now, with his new book, he shows you what it takes to build a quant process to outperform an index based on academically documented market inefficiencies and anomalies.
The Handbook Of Equity Market Anomalies
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Author : Leonard Zacks
language : en
Publisher: John Wiley & Sons
Release Date : 2011-10-04
The Handbook Of Equity Market Anomalies written by Leonard Zacks and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-10-04 with Business & Economics categories.
Investment pioneer Len Zacks presents the latest academic research on how to beat the market using equity anomalies The Handbook of Equity Market Anomalies organizes and summarizes research carried out by hundreds of finance and accounting professors over the last twenty years to identify and measure equity market inefficiencies and provides self-directed individual investors with a framework for incorporating the results of this research into their own investment processes. Edited by Len Zacks, CEO of Zacks Investment Research, and written by leading professors who have performed groundbreaking research on specific anomalies, this book succinctly summarizes the most important anomalies that savvy investors have used for decades to beat the market. Some of the anomalies addressed include the accrual anomaly, net stock anomalies, fundamental anomalies, estimate revisions, changes in and levels of broker recommendations, earnings-per-share surprises, insider trading, price momentum and technical analysis, value and size anomalies, and several seasonal anomalies. This reliable resource also provides insights on how to best use the various anomalies in both market neutral and in long investor portfolios. A treasure trove of investment research and wisdom, the book will save you literally thousands of hours by distilling the essence of twenty years of academic research into eleven clear chapters and providing the framework and conviction to develop market-beating strategies. Strips the academic jargon from the research and highlights the actual returns generated by the anomalies, and documented in the academic literature Provides a theoretical framework within which to understand the concepts of risk adjusted returns and market inefficiencies Anomalies are selected by Len Zacks, a pioneer in the field of investing As the founder of Zacks Investment Research, Len Zacks pioneered the concept of the earnings-per-share surprise in 1982 and developed the Zacks Rank, one of the first anomaly-based stock selection tools. Today, his firm manages U.S. equities for individual and institutional investors and provides investment software and investment data to all types of investors. Now, with his new book, he shows you what it takes to build a quant process to outperform an index based on academically documented market inefficiencies and anomalies.
The Handbook Of Equity Market Anomalies
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Author : Len Zacks
language : en
Publisher:
Release Date : 2011
The Handbook Of Equity Market Anomalies written by Len Zacks and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Investment analysis categories.
"The Zacks Handbook of Investment Anomalies will be the definitive work that presents and updates academic and practitioner research on market inefficiencies that can be translated into effective investment strategies. Edited by Len Zacks, a CEO of Zacks Investment Research, the book will explore earnings revisions and surprises; trading by company insiders; stock price momentum patterns; low price-earnings ratios; sector characteristics; seasonal patterns and other areas or market inefficiencies. The goal will be to present historical research on definable situations where particular stocks outperform the overall market. The insights from the research can then be utilized to construct a market-beating strategy going forward. While many of the chapters will be written by academics, an effort will be made to make the articles engaging and interesting to investment practitioners. The initial table of contents might be something like: Theoretical Framework within which to discuss market inefficiencies -- EPS Surprises- trading around EPS announcement dates -- Estimate Revisions - the oldest anomaly -- Insider Trading - it works if you clean the data -- Balance Sheet Accruals - longer term profits -- Price Momentum - 50 ways to measure it, do any work? -- Low PE - when, why, and does it work -- Best Anomalies in each Sector - what works in each Sector -- Academically sound Technical Analysis - it's a new world -- Calendar based anomalies - do they exist, can you make money using them -- Anomalies in Non US Markets (1 to 10 outside the US) -- Selecting Mutual Funds -can you predict manager performance -- High Frequency trading anomalies - got a second?"--Provided by publisher.
Nanoscale Multifunctional Materials
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Author : Sharmila M. Mukhopadhyay
language : en
Publisher: Wiley
Release Date : 2011-10-25
Nanoscale Multifunctional Materials written by Sharmila M. Mukhopadhyay and has been published by Wiley this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-10-25 with Technology & Engineering categories.
This book consolidates various aspects of nanomaterials, highlighting their versatility as well as how the same materials can be used in seemingly diverse applications spanning across disciplines. It captures the multi-disciplinary and multi-functional aspects of nanomaterials in a holistic way. Chapters address the key attributes of nanoscale materials that make them special and desirable as novel materials; functionality that emerges based on these unique attributes; multiple uses of nanomaterials incuding combining properties and materials selection, and then separate chapters devoted to energy, biomedical materials, environmental applications, and chemical engineering applications.
Stock Market Anomalies
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Author : Elroy Dimson
language : en
Publisher: CUP Archive
Release Date : 1988-03-17
Stock Market Anomalies written by Elroy Dimson and has been published by CUP Archive this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988-03-17 with Business & Economics categories.
Beyond The Random Walk
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Author : Vijay Singal
language : en
Publisher: Financial Management Association Survey and Synthesis Series
Release Date : 2006
Beyond The Random Walk written by Vijay Singal and has been published by Financial Management Association Survey and Synthesis Series this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Business & Economics categories.
In an efficient market, all stocks should be valued at a price that is consistent with available information. But as financial expert Singal points out, there are circumstances under which certain stocks sell at a price higher or lower than the right price. Here he discusses ten such anomalous prices and shows how investors might--or might not--be able to exploit these situations for profit.
Information Efficiency And Anomalies In Asian Equity Markets
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Author : Qaiser Munir
language : en
Publisher: Taylor & Francis
Release Date : 2016-10-04
Information Efficiency And Anomalies In Asian Equity Markets written by Qaiser Munir and has been published by Taylor & Francis this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-10-04 with Business & Economics categories.
The efficient market hypothesis (EMH) maintains that all relevant information is fully and immediately reflected in stock prices and that investors will obtain an equilibrium rate of return. The EMH has far reaching implications for capital allocation, stock price prediction, and the effectiveness of specific trading strategies. Equity market anomalies reflect that the market is inefficient and hence, contradicts the EMH. This book gathers both theoretical and practical perspectives, by including research issues, methodological approaches, practical case studies, uses of new policy and other points of view related to equity market efficiency to help address the future challenges facing the global equity markets and economies. Information Efficiency and Anomalies in Asian Equity Markets: Theories and evidence is an insightful resource that will be useful for students, academics and professionals alike.
Capital Market Anomalies Explained By Human S Irrationality
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Author : Irini Varvouzou
language : en
Publisher: Anchor Academic Publishing (aap_verlag)
Release Date : 2013-05-21
Capital Market Anomalies Explained By Human S Irrationality written by Irini Varvouzou and has been published by Anchor Academic Publishing (aap_verlag) this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-05-21 with Business & Economics categories.
Why do small caps achieve higher risk-adjusted yields than large caps? Why do stock prices increase or decrease upon an index entry respectively deletion? Why does January records higher yields than the remaining months of the year? These as well as other observed capital market anomalies or phenomena could be insufficiently explained by the classical capital market theory, which proceeds on the assumptions that all correspondent information are reflected in the stock prices, all negative effects are directly balanced on the market level and that efficiency of arbitrage principle exists as well as that all market participants act rationally (i.e. optimizing their benefits in the sense of the homo economicus). This motivated some economists and psychologists to include behavioural scientific findings in their research of the influences on the formation of prices on the capital market. In the 1980s the theory of Behavioural Finance was developed, which challenges the homo economicus. Researchers came to the conclusion that humans are not only acting rational, but that they are also influenced by emotions, knowledge and experiences. This new scientific behavioural oriented theory, which is today a separate branch of research, contradicts the classical capital market theory and supplies explanations for the observed phenomena on the capital market. The aim of this book is to demonstrate how human behaviour influences the development on the capital market and how Behavioural Finance serves as an explanation for the empirically observed capital market anomalies. This book begins with the introduction of the theoretical basis of Behavioural Finance and its emergence; tasks as well as aims will be explained in detail. Subsequently, human's heuristics as well as anomalies and irrationalities in their decision making process will be demonstrated. In the third chapter, the capital market anomalies or phenomena as well as the irrational and behavioural reasons for their existen
Investment Styles Market Anomalies And Global Stock Selection
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Author : Richard O. Michaud
language : en
Publisher:
Release Date : 2015
Investment Styles Market Anomalies And Global Stock Selection written by Richard O. Michaud and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with categories.
For years, investment professionals have used stock factors, such as price-to-book ratio, to help make stock selection decisions. If a stock factor is associated with ex post risk-adjusted returns, it is said to be anomalous, and anomalous stock factors can often be profitably exploited. In this monograph, the author investigates factor-return relationships by looking at the rationales for their existence and by drawing on a database of global equity market data. The results of this analysis will comfort some readers while surprising others.
Finding 1 Stocks
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Author : Kevin Matras
language : en
Publisher: John Wiley & Sons
Release Date : 2011-04-26
Finding 1 Stocks written by Kevin Matras and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-04-26 with Business & Economics categories.
Practical trading tools and techniques developed by Zacks Investment Research While there are many stock trading systems on the market today, that use a variety of different approaches and indicators, the approach used by Zacks Investment Research is built around the number one driver of stock prices: company earnings. Based on Zacks Research Wizard product, this book provides you with market beating stock selection techniques and advice on how to build your own stock selection system. This practical guide discloses several trading methods that have outperformed the market for a long period of time and shows you how to screen stocks and develop selection criteria to build various types of stock portfolios, such as aggressive growth; growth and income; momentum; and value. Highlights several of Zacks trading methods that have outperformed the market for extended periods of time Discusses how to create customized systems incorporating elements of the Zacks approach with other types of fundamental and technical data Includes a 30-day free subscription to Zacks Research Wizard software Written with the serious investor in mind, Finding #1 Stocks will put you in a better position to excel in today's dynamic markets.