According to Dimson (1998), modem financial theory is founded on the assumption that markets are highly efficient. The presence of anomalous stock market behaviour has therefore attracted a great amount of research internationally. This thesis investigates the presence and exploitability of style anomalies on the London Stock Exchange (LSE) and is divided into three main branches of research.
Identifer | oai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:uct/oai:localhost:11427/6691 |
Date | January 2005 |
Creators | Bradshaw, Steve |
Contributors | Van Rensburg, Paul |
Publisher | University of Cape Town, Faculty of Commerce, School of Management Studies |
Source Sets | South African National ETD Portal |
Language | English |
Detected Language | English |
Type | Thesis |
Format | application/pdf |
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