While mainstream neoclassical finance ignores the role played by noise traders, a
significant amount of empirical evidence is available to show that noise traders are active …

Purpose This paper aims to investigate the impact of brand equity (BE) on stock
performance (ie stock return, volatility and beta), and compare the performance of a high …

The price‐earnings effect has been thoroughly documented and is the subject of numerous
academic studies. However, in existing research it has almost exclusively been calculated …

We examine the semi-strong form market efficiency level for the 12 major Asian markets with
the stochastic dominance (SD) method during the financial crisis and non-financial crisis …

This comprehensive literature review consolidates various market anomalies and puzzles,
providing an aggregated perspective to understand these complex dynamics that challenge …

This article presents research which compared a value-oriented portfolio with a growth-
oriented portfolio in an expansion and a contraction period of the business cycle. The …

Features trading strategies for a variety of asset classes and trading styles including stocks,
options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles …

This study examines market efficiency levels for the 16 European major stock markets in
response to the 2018 financial crisis. Stochastic dominance is used to investigate the …

We investigate the coexistence of momentum and contrarian strategies in the Australian
equity market from 1992 to 2011. We show that contrarian strategies prevail in the short-term …

The value‐growth effect is one of the most pervasive patterns in stock prices. In this study,
the ability of four proxies for value‐growth, book‐to‐market, sales‐to‐price, earnings‐to …