RSM332 Market Efficiency
Studied by 0 people
Call Kai
Learn
Practice Test
Spaced Repetition
Match
Flashcards
Knowt Play1/3
There's no tags or description
Looks like no tags are added yet.
Name | Mastery | Learn | Test | Matching | Spaced | Call with Kai |
|---|
No analytics yet
Send a link to your students to track their progress
4 Terms
Weak Form Violation
return patterns
momentum
reversal
seasonality
January effect
calendar effects
technical analysis
chart patterns
price drift
moving averages
anomalies based on past returns only
Semi-strong Violation
annual report / accounting ratios
press releases
earnings announcements
public databases
social media
Google trends
Bloomberg / Reuters
analyst reports
credit spread / bond yield
P/E, P/B, accruals
ESG scores
sentiment based on public text
Strong Violation
insider trading
private meetings
non-public forecast
CEO information leak
confidential acquisition data
internal documents
Relationship Between Abnormal Returns & Violation
Weak form: All abnormal returns
Semi-strong form: All abnormal returns
Strong form: Positive abnormal returns
Note 
Flashcards (33)