Qaiser Munir and Kok, Sook ching (2016) Equity market anomalies: concepts, classifications, theories and evidence. Information Efficiency and Anomalies in Asian Equity Markets: Theories and Evidence. pp. 17-33.
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Abstract
At the outset, it is important to understand the meaning of ‘anomalies’. In general, anomalies are known as irregularities or deviations from the natural order (George and Elton, 2001). Anomalies that arise from the trading of financial instruments are referred to as the moments when security prices depart from their normal behaviour (Dana and Cristina, 2013). In relation to stock trading specifically, Hubbard (2008) defines anomalies as the trading opportunities derived from the investment strategies that allow for earning above-normal returns.
| Item Type: | Chapter In Book |
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| Keyword: | Anomalies , security prices , trading of financial instruments |
| Subjects: | H Social Sciences > HF Commerce |
| Department: | FACULTY > Faculty of Business, Economics and Accounting |
| Depositing User: | NORAINI LABUK - |
| Date Deposited: | 17 May 2018 09:30 |
| Last Modified: | 17 May 2018 09:30 |
| URI: | https://eprints.ums.edu.my/id/eprint/20067 |
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