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Security Market Imperfections in Worldwide Equity Markets
Av Donald B. Keim, William T. Ziemba
Inbunden, 2000
2834 kr
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The study of security market imperfections, namely the predictability of equity stock returns, is one of the fundamental research areas in financial modelling. These anomalies, which are not consistent with existing theories, concern the relation between stock returns and variables, such as firm …