Capital market anomalies :: explained by humans irrationality /
Hauptbeschreibung 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 an...
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hamburg :
Anchor Academic Pub.,
2013.
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | Hauptbeschreibung 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 arbi. |
| Beschreibung: | "Disseminate knowledge"--Cover. |
| Beschreibung: | 1 online resource (84 pages) |
| Bibliographie: | Includes bibliographical references. |
| ISBN: | 9783954895304 3954895307 |
Internformat
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| 100 | 1 | |a Varvouzou, Irini. | |
| 245 | 1 | 0 | |a Capital market anomalies : |b explained by humans irrationality / |c Irini Varvouzou. |
| 260 | |a Hamburg : |b Anchor Academic Pub., |c 2013. | ||
| 300 | |a 1 online resource (84 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 500 | |a "Disseminate knowledge"--Cover. | ||
| 504 | |a Includes bibliographical references. | ||
| 505 | 0 | |a Capital Market Anomalies: Explained by human's irrationality; Table of Contents; 1. Introduction; 1.1. Problem Specification; 1.2. Objective; 1.3. Structure; 2. Theoretical Basis of Behavioural Finance; 2.1. Heuristics; 2.1.1. Availability Heuristic; 2.1.2. Representative Heuristic; 2.1.3. Anchoring Heuristic; 2.2. Behavioural Anomalies/Irrationalities; 2.2.1. Information Perception Anomalies; 2.2.1.1. Framing Effect; 2.2.1.3. Selective Perception; 2.2.2. Information Processing Anomalies; 2.2.2.1. Reference Point Effect; 2.2.2.2. Mental Accounting; 2.2.2.3. Loss Aversion. | |
| 505 | 8 | |a 2.2.3. Decision Making Anomalies2.2.3.1. Cognitive Dissonance; 2.2.3.2. Regret Avoidance; 2.2.3.3. Overconfidence Bias; 3. Capital Market Anomalies/Phenomena; 3.1. Calendar Anomalies; 3.1.1. Weekend Effect; 3.1.2. January Effect; 3.1.3. Turn-of-the-Month Effect; 3.2. Figure Anomalies; 3.2.1. Size Effect and Neglected-Firm Effect; 3.2.2. Book-to-Market-Ratio Effect; 3.2.3. Price-Earnings-Ratio Effect; 3.3. Market Efficiency Anomalies; 3.3.1. Index Effect; 3.3.2. Bubbles and Crashs; 3.3.3. Home Bias; 3.3.4. Over-reaction and Under-reaction; 3.3.5. Momentum Effect; 3.3.6. Mean Reversion Effect. | |
| 505 | 8 | |a 3.3.7. Announcement Effect3.3.9. Closed-End Fund Puzzle; 4. Empirical Evidence to the Capital Market Anomalies/Phenomena; 4.1. Empirical Evidence to the Calendar Anomalies; 4.1.1. Weekend Effect evidenced on International Markets; 4.1.2. Other Studies to the remaining Calendar Anomalies; 4.2. Empirical Evidence to the Figure Anomalies; 4.2.1. Size Effect and Neglected-Firm Effect evidenced on the SDAX and DAX; 4.2.2. Other Studies to the remaining Figure Anomalies; 4.3. Empirical Evidence to the Market Efficiency Anomalies; 4.3.1. Index Effect evidenced on the S & P 500. | |
| 505 | 8 | |a 4.3.2. Bubbles and Crashs evidenced on the Tulipmania5. Conclusion; 5.1. Critical Acclaim; 5.2. Target Achievement; 5.3. Perspective; Bibliography. | |
| 520 | |a Hauptbeschreibung 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 arbi. | ||
| 546 | |a English. | ||
| 650 | 0 | |a Capital market. |0 http://id.loc.gov/authorities/subjects/sh85019945 | |
| 650 | 0 | |a Monetary policy. |0 http://id.loc.gov/authorities/subjects/sh85086787 | |
| 650 | 6 | |a Marché financier. | |
| 650 | 6 | |a Politique monétaire. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Capital market |2 fast | |
| 650 | 7 | |a Monetary policy |2 fast | |
| 758 | |i has work: |a Capital Market Anomalies (Online) (Work) |1 https://id.oclc.org/worldcat/entity/E39PD3bC6RxKr4rwvVmDG6DtTd |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Varvouzou, Irini. |t Capital Market Anomalies: Explained by human ́s irrationality. |d Hamburg : Diplomica Verlag, ©2012 |
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Datensatz im Suchindex
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| adam_text | |
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| author | Varvouzou, Irini |
| author_facet | Varvouzou, Irini |
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| author_sort | Varvouzou, Irini |
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| building | Verbundindex |
| bvnumber | localFWS |
| callnumber-first | H - Social Science |
| callnumber-label | HG4523 |
| callnumber-raw | HG4523 .V37 2013eb |
| callnumber-search | HG4523 .V37 2013eb |
| callnumber-sort | HG 44523 V37 42013EB |
| callnumber-subject | HG - Finance |
| collection | ZDB-4-EBU |
| contents | Capital Market Anomalies: Explained by human's irrationality; Table of Contents; 1. Introduction; 1.1. Problem Specification; 1.2. Objective; 1.3. Structure; 2. Theoretical Basis of Behavioural Finance; 2.1. Heuristics; 2.1.1. Availability Heuristic; 2.1.2. Representative Heuristic; 2.1.3. Anchoring Heuristic; 2.2. Behavioural Anomalies/Irrationalities; 2.2.1. Information Perception Anomalies; 2.2.1.1. Framing Effect; 2.2.1.3. Selective Perception; 2.2.2. Information Processing Anomalies; 2.2.2.1. Reference Point Effect; 2.2.2.2. Mental Accounting; 2.2.2.3. Loss Aversion. 2.2.3. Decision Making Anomalies2.2.3.1. Cognitive Dissonance; 2.2.3.2. Regret Avoidance; 2.2.3.3. Overconfidence Bias; 3. Capital Market Anomalies/Phenomena; 3.1. Calendar Anomalies; 3.1.1. Weekend Effect; 3.1.2. January Effect; 3.1.3. Turn-of-the-Month Effect; 3.2. Figure Anomalies; 3.2.1. Size Effect and Neglected-Firm Effect; 3.2.2. Book-to-Market-Ratio Effect; 3.2.3. Price-Earnings-Ratio Effect; 3.3. Market Efficiency Anomalies; 3.3.1. Index Effect; 3.3.2. Bubbles and Crashs; 3.3.3. Home Bias; 3.3.4. Over-reaction and Under-reaction; 3.3.5. Momentum Effect; 3.3.6. Mean Reversion Effect. 3.3.7. Announcement Effect3.3.9. Closed-End Fund Puzzle; 4. Empirical Evidence to the Capital Market Anomalies/Phenomena; 4.1. Empirical Evidence to the Calendar Anomalies; 4.1.1. Weekend Effect evidenced on International Markets; 4.1.2. Other Studies to the remaining Calendar Anomalies; 4.2. Empirical Evidence to the Figure Anomalies; 4.2.1. Size Effect and Neglected-Firm Effect evidenced on the SDAX and DAX; 4.2.2. Other Studies to the remaining Figure Anomalies; 4.3. Empirical Evidence to the Market Efficiency Anomalies; 4.3.1. Index Effect evidenced on the S & P 500. 4.3.2. Bubbles and Crashs evidenced on the Tulipmania5. Conclusion; 5.1. Critical Acclaim; 5.2. Target Achievement; 5.3. Perspective; Bibliography. |
| ctrlnum | (OCoLC)857080619 |
| dewey-full | 332.0414 |
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| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.0414 |
| dewey-search | 332.0414 |
| dewey-sort | 3332.0414 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | ZDB-4-EBU-ocn857080619 |
| illustrated | Not Illustrated |
| indexdate | 2024-11-26T14:49:11Z |
| institution | BVB |
| isbn | 9783954895304 3954895307 |
| language | English |
| oclc_num | 857080619 |
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| physical | 1 online resource (84 pages) |
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| publisher | Anchor Academic Pub., |
| record_format | marc |
| spelling | Varvouzou, Irini. Capital market anomalies : explained by humans irrationality / Irini Varvouzou. Hamburg : Anchor Academic Pub., 2013. 1 online resource (84 pages) text txt rdacontent computer c rdamedia online resource cr rdacarrier "Disseminate knowledge"--Cover. Includes bibliographical references. Capital Market Anomalies: Explained by human's irrationality; Table of Contents; 1. Introduction; 1.1. Problem Specification; 1.2. Objective; 1.3. Structure; 2. Theoretical Basis of Behavioural Finance; 2.1. Heuristics; 2.1.1. Availability Heuristic; 2.1.2. Representative Heuristic; 2.1.3. Anchoring Heuristic; 2.2. Behavioural Anomalies/Irrationalities; 2.2.1. Information Perception Anomalies; 2.2.1.1. Framing Effect; 2.2.1.3. Selective Perception; 2.2.2. Information Processing Anomalies; 2.2.2.1. Reference Point Effect; 2.2.2.2. Mental Accounting; 2.2.2.3. Loss Aversion. 2.2.3. Decision Making Anomalies2.2.3.1. Cognitive Dissonance; 2.2.3.2. Regret Avoidance; 2.2.3.3. Overconfidence Bias; 3. Capital Market Anomalies/Phenomena; 3.1. Calendar Anomalies; 3.1.1. Weekend Effect; 3.1.2. January Effect; 3.1.3. Turn-of-the-Month Effect; 3.2. Figure Anomalies; 3.2.1. Size Effect and Neglected-Firm Effect; 3.2.2. Book-to-Market-Ratio Effect; 3.2.3. Price-Earnings-Ratio Effect; 3.3. Market Efficiency Anomalies; 3.3.1. Index Effect; 3.3.2. Bubbles and Crashs; 3.3.3. Home Bias; 3.3.4. Over-reaction and Under-reaction; 3.3.5. Momentum Effect; 3.3.6. Mean Reversion Effect. 3.3.7. Announcement Effect3.3.9. Closed-End Fund Puzzle; 4. Empirical Evidence to the Capital Market Anomalies/Phenomena; 4.1. Empirical Evidence to the Calendar Anomalies; 4.1.1. Weekend Effect evidenced on International Markets; 4.1.2. Other Studies to the remaining Calendar Anomalies; 4.2. Empirical Evidence to the Figure Anomalies; 4.2.1. Size Effect and Neglected-Firm Effect evidenced on the SDAX and DAX; 4.2.2. Other Studies to the remaining Figure Anomalies; 4.3. Empirical Evidence to the Market Efficiency Anomalies; 4.3.1. Index Effect evidenced on the S & P 500. 4.3.2. Bubbles and Crashs evidenced on the Tulipmania5. Conclusion; 5.1. Critical Acclaim; 5.2. Target Achievement; 5.3. Perspective; Bibliography. Hauptbeschreibung 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 arbi. English. Capital market. http://id.loc.gov/authorities/subjects/sh85019945 Monetary policy. http://id.loc.gov/authorities/subjects/sh85086787 Marché financier. Politique monétaire. BUSINESS & ECONOMICS Finance. bisacsh Capital market fast Monetary policy fast has work: Capital Market Anomalies (Online) (Work) https://id.oclc.org/worldcat/entity/E39PD3bC6RxKr4rwvVmDG6DtTd https://id.oclc.org/worldcat/ontology/hasWork Print version: Varvouzou, Irini. Capital Market Anomalies: Explained by human ́s irrationality. Hamburg : Diplomica Verlag, ©2012 FWS01 ZDB-4-EBU FWS_PDA_EBU https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=773083 Volltext |
| spellingShingle | Varvouzou, Irini Capital market anomalies : explained by humans irrationality / Capital Market Anomalies: Explained by human's irrationality; Table of Contents; 1. Introduction; 1.1. Problem Specification; 1.2. Objective; 1.3. Structure; 2. Theoretical Basis of Behavioural Finance; 2.1. Heuristics; 2.1.1. Availability Heuristic; 2.1.2. Representative Heuristic; 2.1.3. Anchoring Heuristic; 2.2. Behavioural Anomalies/Irrationalities; 2.2.1. Information Perception Anomalies; 2.2.1.1. Framing Effect; 2.2.1.3. Selective Perception; 2.2.2. Information Processing Anomalies; 2.2.2.1. Reference Point Effect; 2.2.2.2. Mental Accounting; 2.2.2.3. Loss Aversion. 2.2.3. Decision Making Anomalies2.2.3.1. Cognitive Dissonance; 2.2.3.2. Regret Avoidance; 2.2.3.3. Overconfidence Bias; 3. Capital Market Anomalies/Phenomena; 3.1. Calendar Anomalies; 3.1.1. Weekend Effect; 3.1.2. January Effect; 3.1.3. Turn-of-the-Month Effect; 3.2. Figure Anomalies; 3.2.1. Size Effect and Neglected-Firm Effect; 3.2.2. Book-to-Market-Ratio Effect; 3.2.3. Price-Earnings-Ratio Effect; 3.3. Market Efficiency Anomalies; 3.3.1. Index Effect; 3.3.2. Bubbles and Crashs; 3.3.3. Home Bias; 3.3.4. Over-reaction and Under-reaction; 3.3.5. Momentum Effect; 3.3.6. Mean Reversion Effect. 3.3.7. Announcement Effect3.3.9. Closed-End Fund Puzzle; 4. Empirical Evidence to the Capital Market Anomalies/Phenomena; 4.1. Empirical Evidence to the Calendar Anomalies; 4.1.1. Weekend Effect evidenced on International Markets; 4.1.2. Other Studies to the remaining Calendar Anomalies; 4.2. Empirical Evidence to the Figure Anomalies; 4.2.1. Size Effect and Neglected-Firm Effect evidenced on the SDAX and DAX; 4.2.2. Other Studies to the remaining Figure Anomalies; 4.3. Empirical Evidence to the Market Efficiency Anomalies; 4.3.1. Index Effect evidenced on the S & P 500. 4.3.2. Bubbles and Crashs evidenced on the Tulipmania5. Conclusion; 5.1. Critical Acclaim; 5.2. Target Achievement; 5.3. Perspective; Bibliography. Capital market. http://id.loc.gov/authorities/subjects/sh85019945 Monetary policy. http://id.loc.gov/authorities/subjects/sh85086787 Marché financier. Politique monétaire. BUSINESS & ECONOMICS Finance. bisacsh Capital market fast Monetary policy fast |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85019945 http://id.loc.gov/authorities/subjects/sh85086787 |
| title | Capital market anomalies : explained by humans irrationality / |
| title_auth | Capital market anomalies : explained by humans irrationality / |
| title_exact_search | Capital market anomalies : explained by humans irrationality / |
| title_full | Capital market anomalies : explained by humans irrationality / Irini Varvouzou. |
| title_fullStr | Capital market anomalies : explained by humans irrationality / Irini Varvouzou. |
| title_full_unstemmed | Capital market anomalies : explained by humans irrationality / Irini Varvouzou. |
| title_short | Capital market anomalies : |
| title_sort | capital market anomalies explained by humans irrationality |
| title_sub | explained by humans irrationality / |
| topic | Capital market. http://id.loc.gov/authorities/subjects/sh85019945 Monetary policy. http://id.loc.gov/authorities/subjects/sh85086787 Marché financier. Politique monétaire. BUSINESS & ECONOMICS Finance. bisacsh Capital market fast Monetary policy fast |
| topic_facet | Capital market. Monetary policy. Marché financier. Politique monétaire. BUSINESS & ECONOMICS Finance. Capital market Monetary policy |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=773083 |
| work_keys_str_mv | AT varvouzouirini capitalmarketanomaliesexplainedbyhumansirrationality |