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

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.

Grantor dc:publisher.institution

School of Management Studies

Year dc:date.issued

2005

Author dc:creator

• Bradshaw, Steve

Advisor dc:contributor.advisor

• Van Rensburg, Paul

Language dc:language.iso

eng

Handle dc:identifier.uri

http://hdl.handle.net/11427/6691

OAI identifier oai:identifier

oai:open.uct.ac.za:11427/6691