Aineistot 1-2 / 2
Pricing anomalies in the Finnish stock market
The aim of this thesis is to examine whether the pricing anomalies exists in the Finnish stock markets by comparing the performance of quantile portfolios that are formed on the basis of either individual valuation ratios, ...
Essays on Stock Market Anomalies
(Lappeenranta University of Technology, 2018-12-05)
The objective of this doctoral thesis is to examine the efficacy of anomaly-based equity trading strategies in the Finnish and the U.S stock markets. The main focus in the papers included in this thesis is on different ...