skip to content
Stock market anomalies Preview this item
ClosePreview this item
Checking...

Stock market anomalies

Author: Elroy Dimson
Publisher: Cambridge [Cambridgeshire] ; New York : Cambridge University Press, 1988.
Edition/Format:   Print book : EnglishView all editions and formats
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

 

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Aufsatzsammlung
Document Type: Book
All Authors / Contributors: Elroy Dimson
ISBN: 0521341043 9780521341042
OCLC Number: 15427469
Description: xii, 295 pages : illustrations ; 24 cm
Contents: Foreword / Richard Stapleton --
Introduction / John Bowers and Elroy Dimson --
Stock market regularities : a synthesis of the evidence and explanations / Donald B. Keim --
Weekend effects in stock market returns : an overview / Maurice Levi --
Weekend effects in stock market returns : international evidence / L. Condoyanni, J. O'Hanlon and C.W.R. Ward --
Weekly variation in the Federal funds market : the weekend game and other effects / Anthony Saunders and Thomas Urich --
Daily seasonals in equity and fixed-interest returns : Australian evidence and tests of plausible hypotheses / Ray Ball and John Bowers --
Intra-day stock return patterns / Lawrence Harris --
Evidence on intra-month seasonality in stock returns / Robert A. Ariel --
Comments on stock return seasonality / George M. Constantinides --
Stock return seasonality and the tests of asset pricing models : Canadian evidence / Seha M. Tinic and Giovanni Barone-Adesi --
Two tests of the tax-loss selling hypothesis / Willem Max van den Bergh, Roberto E. Wessels and Roel T. Wijmenga --
Size related anomalies and tradingactivity of UK institutional investors / Mario Levis --
Discussion of "size related anomalies and trading activity of UK institutional investors" / Theo Vermaelen --
Equilibrium asset pricing models and the firm size effect / Nai-fu Chen --
The pricing of equity on the London Stock Eschange : seasonality and size premium / Albert Corhay, Gabriel Hawawini and Pierre Michel --
The size effect and event studies : a discussion / Josef Lakonishok --
The impact of the small firm effect on event studies / Elroy Dimson and Paul Marsh --
Performance measurement and performance attribution in less than efficient markets : a case study / Stan Beckers --
A comparison of single and multifactor portfolio performance methodologies / Nai-fu Chen, Thomas E. Copeland and David Mayers --
Divergence of earnings expectations : the effect on stock market response to earnings signals / Dan Givoly and Josef Lakonishok.
Responsibility: edited by Elroy Dimson.

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/15427469> # Stock market anomalies
    a schema:Book, schema:CreativeWork ;
    library:oclcnum "15427469" ;
    library:placeOfPublication <http://dbpedia.org/resource/New_York_City> ; # New York
    library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/365073008#Place/cambridge_cambridgeshire> ; # Cambridge Cambridgeshire
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/enk> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/365073008#Topic/effectenhandel> ; # Effectenhandel
    schema:about <http://experiment.worldcat.org/entity/work/data/365073008#Thing/stock_exchanges> ; # Stock exchanges
    schema:about <http://experiment.worldcat.org/entity/work/data/365073008#Topic/marche_financier> ; # Marché financier
    schema:about <http://experiment.worldcat.org/entity/work/data/365073008#Topic/borse> ; # Börse
    schema:about <http://id.worldcat.org/fast/1133564> ; # Stock exchanges
    schema:about <http://id.worldcat.org/fast/846356> ; # Capital market
    schema:about <http://experiment.worldcat.org/entity/work/data/365073008#Topic/aufsatzsammlung> ; # Aufsatzsammlung
    schema:about <http://experiment.worldcat.org/entity/work/data/365073008#Topic/kapitaalmarkt> ; # Kapitaalmarkt
    schema:about <http://dewey.info/class/332.632/e19/> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/365073008#Topic/bourse> ; # Bourse
    schema:bookFormat bgn:PrintBook ;
    schema:contributor <http://viaf.org/viaf/73914546> ; # Elroy Dimson
    schema:datePublished "1988" ;
    schema:description "Foreword / Richard Stapleton -- Introduction / John Bowers and Elroy Dimson -- Stock market regularities : a synthesis of the evidence and explanations / Donald B. Keim -- Weekend effects in stock market returns : an overview / Maurice Levi -- Weekend effects in stock market returns : international evidence / L. Condoyanni, J. O'Hanlon and C.W.R. Ward -- Weekly variation in the Federal funds market : the weekend game and other effects / Anthony Saunders and Thomas Urich -- Daily seasonals in equity and fixed-interest returns : Australian evidence and tests of plausible hypotheses / Ray Ball and John Bowers -- Intra-day stock return patterns / Lawrence Harris -- Evidence on intra-month seasonality in stock returns / Robert A. Ariel -- Comments on stock return seasonality / George M. Constantinides -- Stock return seasonality and the tests of asset pricing models : Canadian evidence / Seha M. Tinic and Giovanni Barone-Adesi -- Two tests of the tax-loss selling hypothesis / Willem Max van den Bergh, Roberto E. Wessels and Roel T. Wijmenga -- Size related anomalies and tradingactivity of UK institutional investors / Mario Levis -- Discussion of "size related anomalies and trading activity of UK institutional investors" / Theo Vermaelen -- Equilibrium asset pricing models and the firm size effect / Nai-fu Chen -- The pricing of equity on the London Stock Eschange : seasonality and size premium / Albert Corhay, Gabriel Hawawini and Pierre Michel -- The size effect and event studies : a discussion / Josef Lakonishok -- The impact of the small firm effect on event studies / Elroy Dimson and Paul Marsh -- Performance measurement and performance attribution in less than efficient markets : a case study / Stan Beckers -- A comparison of single and multifactor portfolio performance methodologies / Nai-fu Chen, Thomas E. Copeland and David Mayers -- Divergence of earnings expectations : the effect on stock market response to earnings signals / Dan Givoly and Josef Lakonishok."@en ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/365073008> ;
    schema:genre "Aufsatzsammlung"@en ;
    schema:inLanguage "en" ;
    schema:name "Stock market anomalies"@en ;
    schema:productID "15427469" ;
    schema:publication <http://www.worldcat.org/title/-/oclc/15427469#PublicationEvent/cambridge_cambridgeshire_new_york_cambridge_university_press_1988> ;
    schema:publisher <http://experiment.worldcat.org/entity/work/data/365073008#Agent/cambridge_university_press> ; # Cambridge University Press
    schema:workExample <http://worldcat.org/isbn/9780521341042> ;
    umbel:isLike <http://bnb.data.bl.uk/id/resource/GB8719680> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/15427469> ;
    .


Related Entities

<http://dbpedia.org/resource/New_York_City> # New York
    a schema:Place ;
    schema:name "New York" ;
    .

<http://experiment.worldcat.org/entity/work/data/365073008#Agent/cambridge_university_press> # Cambridge University Press
    a bgn:Agent ;
    schema:name "Cambridge University Press" ;
    .

<http://experiment.worldcat.org/entity/work/data/365073008#Place/cambridge_cambridgeshire> # Cambridge Cambridgeshire
    a schema:Place ;
    schema:name "Cambridge Cambridgeshire" ;
    .

<http://experiment.worldcat.org/entity/work/data/365073008#Thing/stock_exchanges> # Stock exchanges
    a schema:Thing ;
    schema:name "Stock exchanges" ;
    .

<http://experiment.worldcat.org/entity/work/data/365073008#Topic/marche_financier> # Marché financier
    a schema:Intangible ;
    schema:name "Marché financier"@fr ;
    .

<http://id.worldcat.org/fast/1133564> # Stock exchanges
    a schema:Intangible ;
    schema:name "Stock exchanges"@en ;
    .

<http://id.worldcat.org/fast/846356> # Capital market
    a schema:Intangible ;
    schema:name "Capital market"@en ;
    .

<http://viaf.org/viaf/73914546> # Elroy Dimson
    a schema:Person ;
    schema:birthDate "1947" ;
    schema:familyName "Dimson" ;
    schema:givenName "Elroy" ;
    schema:name "Elroy Dimson" ;
    .

<http://worldcat.org/isbn/9780521341042>
    a schema:ProductModel ;
    schema:isbn "0521341043" ;
    schema:isbn "9780521341042" ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.