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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