Asset Pricing Models and Market Efficiency

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Type E-Books
Language English
Total size 16.9 MB
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Infohash : DBE10B27AA62421647F7F44187D027920491B39C

Asset Pricing Models and Market Efficiency

https://WebToolTip.com

English | 2026 | ASIN: B0GGNWPHKR | 244 pages | Epub PDF (True) | 17 MB

This book shows that the stock market returns of hundreds of anomaly portfolios discovered by researchers in finance over the past three decades can be explained by a recent asset pricing model dubbed the ZCAPM. Anomaly portfolios are long/short portfolio returns on stocks that cannot be explained by asset pricing models, and their number has been steadily increasing into the hundreds. Since asset pricing models cannot explain them, behavioral theories have become popular to account for anomalies. Unlike the efficient market hypothesis that assumes rational investors, these human psychology-based theories emphasize irrational investor behavior.

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