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Style anomalies on the London Stock Exchange : an analysis of univariate, multivariate and timing strategies
According to Dimson (1998), modem financial theory is founded on the assumption that markets are highly efficient. The presence of anomalous stock market behaviour has therefore attracted a great amount of research internationally. This thesis investigates the presence and exploitability of style an...
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| Format: | Thesis |
| Language: | English |
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School of Management Studies
2014
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| _version_ | 1867613564173287424 |
|---|---|
| access_status_str | Open Access |
| author | Bradshaw, Steve |
| author2 | Van Rensburg, Paul |
| author_browse | Bradshaw, Steve Van Rensburg, Paul |
| author_facet | Van Rensburg, Paul Bradshaw, Steve |
| author_sort | Bradshaw, Steve |
| collection | Thesis |
| description | According to Dimson (1998), modem financial theory is founded on the assumption that markets are highly efficient. The presence of anomalous stock market behaviour has therefore attracted a great amount of research internationally. This thesis investigates the presence and exploitability of style anomalies on the London Stock Exchange (LSE) and is divided into three main branches of research. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/6691 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:38:09.124Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2014 |
| publishDateRange | 2014 |
| publishDateSort | 2014 |
| publisher | School of Management Studies |
| publisherStr | School of Management Studies |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/6691 Style anomalies on the London Stock Exchange : an analysis of univariate, multivariate and timing strategies Bradshaw, Steve Van Rensburg, Paul Management Studies According to Dimson (1998), modem financial theory is founded on the assumption that markets are highly efficient. The presence of anomalous stock market behaviour has therefore attracted a great amount of research internationally. This thesis investigates the presence and exploitability of style anomalies on the London Stock Exchange (LSE) and is divided into three main branches of research. 2014-08-28T09:13:41Z 2014-08-28T09:13:41Z 2005 Thesis http://hdl.handle.net/11427/6691 eng application/pdf School of Management Studies Faculty of Commerce University of Cape Town |
| spellingShingle | Management Studies Bradshaw, Steve Style anomalies on the London Stock Exchange : an analysis of univariate, multivariate and timing strategies |
| title | Style anomalies on the London Stock Exchange : an analysis of univariate, multivariate and timing strategies |
| title_full | Style anomalies on the London Stock Exchange : an analysis of univariate, multivariate and timing strategies |
| title_fullStr | Style anomalies on the London Stock Exchange : an analysis of univariate, multivariate and timing strategies |
| title_full_unstemmed | Style anomalies on the London Stock Exchange : an analysis of univariate, multivariate and timing strategies |
| title_short | Style anomalies on the London Stock Exchange : an analysis of univariate, multivariate and timing strategies |
| title_sort | style anomalies on the london stock exchange an analysis of univariate multivariate and timing strategies |
| topic | Management Studies |
| url | http://hdl.handle.net/11427/6691 |
| work_keys_str_mv | AT bradshawsteve styleanomaliesonthelondonstockexchangeananalysisofunivariatemultivariateandtimingstrategies |