Why the following effects are considered efficient market anomalies? Are there rational explanations for any of these
Question:
a. P/E effect.
b. Book-to-market effect.
c. Momentum effect.
d. Small-firm effect.
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The following effects seem to suggest predictability within equity markets and thus disprove the Efficient Market Hypothesis However consider the following a Multiple studies suggest that value stocks ...View the full answer
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