Browsing by Author "Bradshaw, Steve"
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- ItemOpen AccessStyle anomalies on the London Stock Exchange : an analysis of univariate, multivariate and timing strategies(2005) Bradshaw, Steve; Van Rensburg, PaulAccording 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.