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• W2287631480 abstract "In capital markets, an anomaly is a deviation from the prediction of the efficient markets theory. This chapter presents a conceptual framework for understanding the academic research on anomalies and to evaluate whether certain anomalies can be profitably exploited. It discusses efficient markets theory, which specifies how assets are expected to be priced under a set of ideal or theoretical conditions. Anomalies or price behavior is unexpected if markets are efficient. The chapter describes various explanations for anomalies that have been examined in the academic literature, and weighs the evidence for these different explanations. Since anomalies yield predictable positive risk-adjusted returns, proper risk measurement is critical to the identification of anomalies. Hence, it is important to implement effective risk management and expected return models. In addition, capital market anomalies are deviations from the prediction of efficient markets theory. Such anomalies manifest in predictable nonzero risk-adjusted returns (RAR)." @default.
• W2287631480 created "2016-06-24" @default.
• W2287631480 creator A5015910208 @default.
• W2287631480 date "2012-01-02" @default.
• W2287631480 modified "2023-10-14" @default.
• W2287631480 title "Conceptual Foundations of Capital Market Anomalies" @default.
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• W2287631480 doi "https://doi.org/10.1002/9781119200697.ch1" @default.
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