Related Books

Inefficient Markets:An Introduction to Behavioral Finance
Language: en
Pages: 224
Authors: Andrei Shleifer
Categories: Business & Economics
Type: BOOK - Published: 2000-03-09 - Publisher: OUP Oxford

The efficient markets hypothesis has been the central proposition in finance for nearly thirty years. It states that securities prices in financial markets must equal fundamental values, either because all investors are rational or because arbitrage eliminates pricing anomalies.This book describes an alternative approach to the study of financial markets:
Inefficient Markets: An Introduction to Behavioral Finance
Language: en
Pages: 224
Authors: Andrei Shleifer
Categories: Business & Economics
Type: BOOK - Published: 2000-03-09 - Publisher: OUP Oxford

The efficient markets hypothesis has been the central proposition in finance for nearly thirty years. It states that securities prices in financial markets must equal fundamental values, either because all investors are rational or because arbitrage eliminates pricing anomalies. This book describes an alternative approach to the study of financial
Efficiently Inefficient
Language: en
Pages: 368
Authors: Lasse Heje Pedersen
Categories: Business & Economics
Type: BOOK - Published: 2015-04-13 - Publisher: Princeton University Press

Efficiently Inefficient describes the key trading strategies used by hedge funds and demystifies the secret world of active investing. Leading financial economist Lasse Heje Pedersen combines the latest research with real-world examples and interviews with top hedge fund managers to show how certain trading strategies make money—and why they sometimes
Inefficient Markets
Language: en
Pages:
Authors: Jacob K. Goeree, Jingjing Zhang
Categories: Business & Economics
Type: BOOK - Published: 2012 - Publisher:

Books about Inefficient Markets
The Inefficient Markets Hypothesis
Language: en
Pages: 46
Authors: Roger E. A. Farmer, Carine Nourry, Alain Venditti
Categories: Economics
Type: BOOK - Published: 2012 - Publisher:

Existing literature continues to be unable to offer a convincing explanation for the volatility of the stochastic discount factor in real world data. Our work provides such an explanation. We do not rely on frictions, market incompleteness or transactions costs of any kind. Instead, we modify a simple stochastic representative