The Handbook of Equity Market Anomalies - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook The Handbook of Equity Market Anomalies write by Len Zacks. This book was released on 2011. The Handbook of Equity Market Anomalies available in PDF, EPUB and Kindle. "The Zacks Handbook of Investment Anomalies will be the definitive work that presents and updates academic and practitioner research on market inefficiencies that can be translated into effective investment strategies. Edited by Len Zacks, a CEO of Zacks Investment Research, the book will explore earnings revisions and surprises; trading by company insiders; stock price momentum patterns; low price-earnings ratios; sector characteristics; seasonal patterns and other areas or market inefficiencies. The goal will be to present historical research on definable situations where particular stocks outperform the overall market. The insights from the research can then be utilized to construct a market-beating strategy going forward. While many of the chapters will be written by academics, an effort will be made to make the articles engaging and interesting to investment practitioners. The initial table of contents might be something like: Theoretical Framework within which to discuss market inefficiencies -- EPS Surprises- trading around EPS announcement dates -- Estimate Revisions - the oldest anomaly -- Insider Trading - it works if you clean the data -- Balance Sheet Accruals - longer term profits -- Price Momentum - 50 ways to measure it, do any work? -- Low PE - when, why, and does it work -- Best Anomalies in each Sector - what works in each Sector -- Academically sound Technical Analysis - it's a new world -- Calendar based anomalies - do they exist, can you make money using them -- Anomalies in Non US Markets (1 to 10 outside the US) -- Selecting Mutual Funds -can you predict manager performance -- High Frequency trading anomalies - got a second?"--Provided by publisher.
The Handbook of Equity Market Anomalies
The Handbook of Equity Market Anomalies - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook The Handbook of Equity Market Anomalies write by Leonard Zacks. This book was released on 2011-08-24. The Handbook of Equity Market Anomalies available in PDF, EPUB and Kindle. Investment pioneer Len Zacks presents the latest academic research on how to beat the market using equity anomalies The Handbook of Equity Market Anomalies organizes and summarizes research carried out by hundreds of finance and accounting professors over the last twenty years to identify and measure equity market inefficiencies and provides self-directed individual investors with a framework for incorporating the results of this research into their own investment processes. Edited by Len Zacks, CEO of Zacks Investment Research, and written by leading professors who have performed groundbreaking research on specific anomalies, this book succinctly summarizes the most important anomalies that savvy investors have used for decades to beat the market. Some of the anomalies addressed include the accrual anomaly, net stock anomalies, fundamental anomalies, estimate revisions, changes in and levels of broker recommendations, earnings-per-share surprises, insider trading, price momentum and technical analysis, value and size anomalies, and several seasonal anomalies. This reliable resource also provides insights on how to best use the various anomalies in both market neutral and in long investor portfolios. A treasure trove of investment research and wisdom, the book will save you literally thousands of hours by distilling the essence of twenty years of academic research into eleven clear chapters and providing the framework and conviction to develop market-beating strategies. Strips the academic jargon from the research and highlights the actual returns generated by the anomalies, and documented in the academic literature Provides a theoretical framework within which to understand the concepts of risk adjusted returns and market inefficiencies Anomalies are selected by Len Zacks, a pioneer in the field of investing As the founder of Zacks Investment Research, Len Zacks pioneered the concept of the earnings-per-share surprise in 1982 and developed the Zacks Rank, one of the first anomaly-based stock selection tools. Today, his firm manages U.S. equities for individual and institutional investors and provides investment software and investment data to all types of investors. Now, with his new book, he shows you what it takes to build a quant process to outperform an index based on academically documented market inefficiencies and anomalies.
Stock Market Anomalies
Stock Market Anomalies - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stock Market Anomalies write by Elroy Dimson. This book was released on 1988-03-17. Stock Market Anomalies available in PDF, EPUB and Kindle.
Beyond the Random Walk
Beyond the Random Walk - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Beyond the Random Walk write by Vijay Singal. This book was released on 2006. Beyond the Random Walk available in PDF, EPUB and Kindle. In an efficient market, all stocks should be valued at a price that is consistent with available information. But as financial expert Singal points out, there are circumstances under which certain stocks sell at a price higher or lower than the right price. Here he discusses ten such anomalous prices and shows how investors might--or might not--be able to exploit these situations for profit.
Equity Market Anomalies
Equity Market Anomalies - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Equity Market Anomalies write by Srividya Subramaniam. This book was released on 2014-09-05. Equity Market Anomalies available in PDF, EPUB and Kindle. Extensive literature exists confirming the presence of equity market anomalies for mature markets. Similar evidence for emerging markets including India is limited and more recent in origin. This book is an empirical study of prominent equity market anomalies viz. size, value, momentum, liquidity, accruals, profitability, stock issues and repurchases for select emerging markets - Brazil, China, India, Indonesia, South Korea and South Africa. The CAPM, Fama French model and augmented Fama French models are used in the study. The four factor liquidity augmented Fama French model is a better descriptor of asset pricing compared to CAPM and Fama French model only in the Indian context. The Fama French model seems to be an appropriate performance benchmark for other sample emerging markets. The findings will be highly useful to global portfolio managers, investment analysts as well as institutional investors in decisions regarding international portfolio construction and diversification. Academicians and researchers in the area of asset pricing would also benefit from these results. The study contributes to asset pricing and behavioral finance literature especially for emerging markets.
