The test of long term returns of value stocks –
Does traditional EMH hold or can behavior finance explain the financial market better?

QR Code

The test of long term returns of value stocks – Does traditional EMH hold or can behavior finance explain the financial market better?

This dissertation tests the long term performance of value investing strategy in the UK stock market. The stock sample of the test is FTSE 100. The time horizon is between the end of 2002 to the end of 2007, altogether 5 years. In addition, this paper is also trying to investigate the controversy be...

Full description

Bibliographic Details
Main Author:	Zhong, Shangrong
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2009
Online Access:	https://eprints.nottingham.ac.uk/23469/

Similar Items

Foreign currencies exposures of Malaysia firms : does hedging strategy explain stock returns?
by: Chang, Hui Siang
Published: (2011)

Do fundamental factors explain stock returns
by: Tan, Juan Yi, et al.
Published: (2012)

Can behavioural theories explain the initial return of Malaysian IPOs? / Fen Nee Chong
by: Fen, Nee Chong
Published: (2011)

Does Investor Sentiment Predict the Near-Term Returns of the Chinese Stock Market?
by: Cheema, M., et al.
Published: (2018)

How can we design low back pain intervention studies to better explain the effects of treatment?
by: Mansell, G., et al.
Published: (2014)

The Impact of Long-Term Abnormal Returns on Merger and Acquisition in US
by: YANG, JINHUA
Published: (2015)

Does Business Strategy hold the key to understanding Long-Run IPO Performance?
by: Weinberg, David Jeannot
Published: (2008)

Is the P/E ratio good predictor of Stock Return in Saudi Stock Market both in long and short term?
by: Al-Rashoud, Abdullah
Published: (2005)

Does diversification lead to better loan portfolio returns? Empirical evidence from Indonesian banks
by: Atahau, A., et al.
Published: (2017)

The Study Of Current Earnings Ability To Explain Expected Future Earnings In Relation To Stock Return.
by: Hj Ahmad, Abdul Jalil
Published: (2003)

What can explain the Chinese patent explosion?
by: Eberhardt, Markus, et al.
Published: (2017)

Can gravity model explain BIMSTEC’s trade?
by: Kabir, M., et al.
Published: (2010)

Can Financial Ratios Predict The Malaysian Stock Return?
by: Lee, Chin, et al.
Published: (2008)

Does ethnofederalism explain the success of Indian federalism?
by: Adeney, Katharine
Published: (2017)

Implicit vs explicit vocabulary learning: which approach serves long-term recall better?
by: Mostafa Mirzaii,
Published: (2012)

Do Group Sectors Explain the Determinants of Cash Holding for U.S. Public Firms?
by: Zhou, Shaobo
Published: (2012)

Risk and Return of the KLSE Finance Stocks and the Performance of Banking Stocks in Malaysia
by: Mohd Ripin, Zarazila
Published: (1997)

Soil bacterial abundance and diversity better explained and predicted with spectro-transfer functions
by: Yang, Y., et al.
Published: (2019)

Long-Term Abnormal Returns of Takeovers: The Impact of Merger and Acquisition on China Company Performance
by: Zhou, Ling
Published: (2008)

A rolling return analysis of the buy-and-hold strategy
by: Gan, Aileen Li-Shen
Published: (2013)

Liquidity, initial public offering (ipo) long-term return and government ownership: Evidence from bursa malaysia ipo stocks
by: Ramlee, Roslily, et al.
Published: (2012)

"How does Estee Lauder GWP impact the long-term health of the brand?"
by: Day, Alison Claire
Published: (2006)

Returning CEOs: Why do some returning CEOs perform better than others?
by: GAZITEPE, MERVE
Published: (2016)

Does smoking explain sex differences in the global tuberculosis epidemic?
by: Watkins, Rochelle, et al.
Published: (2006)

Does education become a key to explain income inequality?
by: Chew, Phei-Vern, et al.
Published: (2019)

Detecting Bursa Malaysia’s Long-Term Dependence Of Returns Using Rescaled Range Analysis: (1982-2001)
by: Ooi, Kok Hwa
Published: (2006)

Modeling The Modified Internal Rate Of Return (Mirr) For Long-Term Investment Strategy By The Assumption Of Gamma Distribution
by: Sayed, Amani Idris A
Published: (2023)

The Short-term Impact of Macroeconomic Changes on Stock Return: Study on Chinese Stock Market
by: Li, Hao
Published: (2015)

Adoption of musharakah financing model for the long term development of Small and Medium Sized Enterprises (SMES)
by: Abd Rahman, Nur Hasnida, et al.
Published: (2017)

Adoption of musharakah financing model for long term development of small medium sized enterprises (SMES)
by: Abd. Rahman, Nur Hasnida, et al.
Published: (2017)

Female job satisfaction: can we explain the part-time puzzle?
by: Bridges, Sarah, et al.
Published: (2017)

How naive realism can explain both the particularity and the generality of experience
by: French, Craig, et al.
Published: (2019)

Can Market Integration Explain Informational Efficiency Of Malaysian Listed Firms?
by: Tai, Kui Guan
Published: (2013)

Public Private Partnership: What does the future hold?
by: Regan, M., et al.
Published: (2009)

Reporting education: how can we do it better?
by: Shine, Kathryn
Published: (2018)

Tertiary entrance scores: can we do better?
by: Birch, Elisa, et al.
Published: (2007)

The impact of cash holding on stock returns during a crisis： evidence from Chinese firms in COVID-19
by: CHEN, LEYAN
Published: (2022)

Does liquidity drive stock market returns? the role of investor risk aversion
by: Zhang, Qingjing, et al.
Published: (2021)

Does top managers’ skills moderate the debt-stock returns relationship in Malaysia?
by: Matemilola, Bolaji Tunde, et al.
Published: (2019)

Can human capital theory explain why nurses are so poorly paid?
by: Nowak, Margaret, et al.
Published: (2000)