Essays in stock market anomalies

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Essays in stock market anomalies

This thesis compromises one literature review chapter and three essays which focus on the theme of valuation, value premium anomaly, R&D premium anomaly, momentum anomaly and emerging markets. The first essay is entitled “Does Low Book-to-market Predict Low Returns? The Other Side of Growth: Res...

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Bibliographic Details
Main Author:	Yu, Lin
Format:	Thesis (University of Nottingham only)
Language:	English
Published:	2016
Subjects:	Asset Pricing; Momentum; Reversal; R&D
Online Access:	https://eprints.nottingham.ac.uk/36221/

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