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Editorial Statement and Research Ideas for Efficiency and Anomalies in Stock Markets

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  • Wing-Keung Wong

    (Department of Finance, Fintech Center, and Big Data Research Center, Asia University, Taichung 40447, Taiwan
    Department of Medical Research, China Medical University Hospital, Taichung 41354, Taiwan
    Department of Economics and Finance, The Hang Seng University of Hong Kong, Hong Kong, China)

Abstract

The Efficient Market Hypothesis states that it is impossible for an investor to outperform the market because all available information is already built into stock prices. However, some anomalies could persist in stock markets while some other anomalies could appear, disappear and re-appear again without any warning. To explore new theories with applications in this direction, in this editorial, we suggest ideas to authors on what types of papers we will accept for publication in the areas of on Efficiency and Anomalies in Stock Markets. We will discuss some papers published in the special issue of Efficiency and Anomalies in Stock Markets.

Suggested Citation

  • Wing-Keung Wong, 2020. "Editorial Statement and Research Ideas for Efficiency and Anomalies in Stock Markets," Economies, MDPI, vol. 8(1), pages 1-4, February.
    • Handle: RePEc:gam:jecomi:v:8:y:2020:i:1:p:10-:d:318815
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    References listed on IDEAS

    as
    1. Fahad Ali & RongRong He & YueXiang Jiang, 2018. "Size, Value and Business Cycle Variables. The Three-Factor Model and Future Economic Growth: Evidence from an Emerging Market," Economies, MDPI, vol. 6(1), pages 1-24, February.
    2. Sangram Keshari Jena & Aviral Kumar Tiwari & Amarnath Mitra, 2019. "Put–Call Ratio Volume vs. Open Interest in Predicting Market Return: A Frequency Domain Rolling Causality Analysis," Economies, MDPI, vol. 7(1), pages 1-10, March.
    3. Kizito Uyi Ehigiamusoe & Hooi Hooi Lean, 2019. "Influence of Real Exchange Rate on the Finance-Growth Nexus in the West African Region," Economies, MDPI, vol. 7(1), pages 1-21, March.
    4. Keith S. K. Lam & Liang Dong & Bo Yu, 2019. "Value Premium and Technical Analysis: Evidence from the China Stock Market," Economies, MDPI, vol. 7(3), pages 1-21, September.
    5. Ziyi Zhang & Wai Keung Li, 2019. "An Experiment on Autoregressive and Threshold Autoregressive Models with Non-Gaussian Error with Application to Realized Volatility," Economies, MDPI, vol. 7(2), pages 1-11, June.
    6. Xu Guo & Xuejun Jiang & Wing-Keung Wong, 2017. "Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly," Economies, MDPI, vol. 5(4), pages 1-16, October.
    7. Chong-Chuo Chang & Tai-Yung Kam & Chih-Chung Chien & Wan Ting Su, 2019. "The Impact of Financial Constraints on the Convertible Bond Announcement Returns," Economies, MDPI, vol. 7(2), pages 1-9, April.
    8. Hee-Joon Ahn & Jun Cai & Cheol-Won Yang, 2018. "Which Liquidity Proxy Measures Liquidity Best in Emerging Markets?," Economies, MDPI, vol. 6(4), pages 1-29, December.
    9. Thomas C. Chiang, 2019. "Market Efficiency and News Dynamics: Evidence from International Equity Markets," Economies, MDPI, vol. 7(1), pages 1-17, February.
    Full references (including those not matched with items on IDEAS)

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