Style anomalies on the London Stock Exchange : an analysis of univariate, multivariate and timing strategies

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dc.contributor.advisorVan Rensburg, Paulen_ZA
dc.contributor.authorBradshaw, Steveen_ZA
dc.date.accessioned2014-08-28T09:13:41Z
dc.date.available2014-08-28T09:13:41Z
dc.date.issued2005en_ZA
dc.description.abstractAccording 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.en_ZA
dc.identifier.apacitationBradshaw, S. (2005). <i>Style anomalies on the London Stock Exchange : an analysis of univariate, multivariate and timing strategies</i>. (Thesis). University of Cape Town ,Faculty of Commerce ,School of Management Studies. Retrieved from http://hdl.handle.net/11427/6691en_ZA
dc.identifier.chicagocitationBradshaw, Steve. <i>"Style anomalies on the London Stock Exchange : an analysis of univariate, multivariate and timing strategies."</i> Thesis., University of Cape Town ,Faculty of Commerce ,School of Management Studies, 2005. http://hdl.handle.net/11427/6691en_ZA
dc.identifier.citationBradshaw, S. 2005. Style anomalies on the London Stock Exchange : an analysis of univariate, multivariate and timing strategies. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Bradshaw, Steve AB - According 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. DA - 2005 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2005 T1 - Style anomalies on the London Stock Exchange : an analysis of univariate, multivariate and timing strategies TI - Style anomalies on the London Stock Exchange : an analysis of univariate, multivariate and timing strategies UR - http://hdl.handle.net/11427/6691 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/6691
dc.identifier.vancouvercitationBradshaw S. Style anomalies on the London Stock Exchange : an analysis of univariate, multivariate and timing strategies. [Thesis]. University of Cape Town ,Faculty of Commerce ,School of Management Studies, 2005 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/6691en_ZA
dc.language.isoeng
dc.publisher.departmentSchool of Management Studiesen_ZA
dc.publisher.facultyFaculty of Commerceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherManagement Studiesen_ZA
dc.titleStyle anomalies on the London Stock Exchange : an analysis of univariate, multivariate and timing strategiesen_ZA
dc.typeThesis
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
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