Security Market Imperfections In Worldwide Equity Markets

The papers in this volume examine the predictability of equity stock returns, commonly referred to as security market imperfections, or fundamental and seasonal... » 

The papers in this volume examine the predictability of equity stock returns, commonly referred to as security market imperfections, or fundamental and seasonal regularities, or anomalies. They address such areas as the question of the existence of true market imperfections versus changing risk. «