Excess Volatility and Implied Trading Strategy : A Panel Application in Five Asian Market

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Excess Volatility and Implied Trading Strategy : A Panel Application in Five Asian Market

It has been known for many years that stock prices frequently undergo changes that do not coincide with changes in prospective dividends. This reveals the evidence of excess volatility which is an implication of market inefficiency. Almost all of the empirical studies done on the excess volatility u...

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Bibliographic Details
Main Author:	Vu, Thi Hong Nhung
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2015
Online Access:	https://eprints.nottingham.ac.uk/28596/

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