Evidence of stock return predictability: a review on event studies
Angeloro, Chiara (A.A. 2019/2020) Evidence of stock return predictability: a review on event studies. Tesi di Laurea in Corporate finance, Luiss Guido Carli, relatore Ugo Zannini, pp. 41. [Bachelor's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Efficient markets and behavioral finance. The efficient markets hypothesis. The event study methodology. Are stock returns predictable? The beginning of stock return predictability literature. Fama and French
References
Bibliografia: pp. 40-41.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33) |
| Chair: | Corporate finance |
| Thesis Supervisor: | Zannini, Ugo |
| Academic Year: | 2019/2020 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 20 Jan 2021 08:52 |
| Last Modified: | 20 Jan 2021 08:52 |
| URI: | https://tesi.luiss.it/id/eprint/28086 |
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