In Exam

Question 1

Topic 4: list of anomalies

Answer 1

1. Momentum effect (weak form)
2. Reversal effect (weak form)
3. Turn of year effect
4. Neglected firm effect
5. Weekend effect
6. P/E effect (semi strong)
7. Book to Market effect
8. Small firm effect (semi strong)
9. Post earnings announcement drift
   (IN EXAM, CHOOSE 5 and give 2 sentence descriptors of eAch)
   (Link with the Efficient Market Hypothesis)