Capital Markets, Investment and Finance – Assignment 指导需

Capital Markets, Investment and Finance – Assignment 2009

“If stock market experts were so expert, they would be buying stock, not selling advice.”  Norman Ralph Augustine.

REQUIRED

With respect to the Efficient Markets’ debate, comment on the above quote.
Group Assignment – 4-6 members. Word limit – 2,500 – 30% of the assessment

Submission date: 2nd March 2009 – no later than 3pm

对写论文有帮助的refence
我从学校的电子书库里找出了几个 放在附录里了
Additional Reading for Lecture 3 – Stock Market Anomalies and Market Efficiencies

Mills, T C and Coutts, J A (1995), "Calendar Effects in the London FT-SE Indices", The European Journal of Finance, 1, 79-93.

Arsad, Z and Coutts, J A (1996) "The Weekend Effect, Good news, Bad News and The Financial Times Industrial Ordinary Shares Index:  1935-1994", Applied Economics Letters, 3, 797-801.

Arsad, Z and Coutts, J A (1997), "The Trading Month anomaly in the Financial Times Industrial Ordinary Shares Index:  1935-1994", Applied Economics Letters, 3, 297-299.

Arsad, Z and Coutts, J A (1997), "Security Price Anomalies in the London International Stock Exchange:  A sixty year Perspective", Applied Financial Economics, 7, 455-464.

Coutts, J A and Hayes, P (1999), "The Weekend Effect, The Stock Exchange Account and The Financial Times Industrial Ordinary Shares Index:  1987-1994", Applied Financial Economics, 9, 67-71.

Coutts, J A (1999), "Friday the Thirteenth and the Financial Times Industrial Ordinary Shares Index 1935-94", Applied Economics Letters, 6, 35-37.

Cheung, K -C and Coutts, J A (1999) "The January Effect and Monthly Seasonality in the Hang Seng Index:  1985-1997", Applied Economics Letters, 6, 121-123.

Coutts, J A and Sheikh, M A (2000), "The January Effect and Monthly Seasonality in the All Gold Index on the Johannesburg Stock Exchange 1987-1997", Applied Economics Letters, 7, 489-492.

Coutts, J A, Kaplanidis, C and Roberts, J (2000), "Security Price Anomalies in an Emerging Market:  The Case of the Athens Stock Exchange", Applied Financial Economics, 10, 561-571.

Coutts, J A and Cheung K -C (2000), "Trading Rules and Stock Returns:  Some Preliminary Short Run Evidence from the Hang Seng 1985-1997", Applied Financial Economics, 10, 579-586.

Cheung, K -C and Coutts, J A (2001), "A Note on Weak Form Market Efficiency in Security Prices:  Evidence from the Hong Kong Stock Exchange", Applied Economics of Letters, 2001, 8, 407-410.

Coutts, J A and Sheikh, M A, (2002), "A Note on the Anomalies that Aren't There:  The Weekend and Pre-Holiday Effects on the All Gold Index on the Johannesburg Stock Exchange 1987-1997", Applied Financial Economics, 12, 863-871.