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Studies of firm efficiency on stock returns

Pham, Thi Anh Thu 2014, Studies of firm efficiency on stock returns, PhD thesis, Department of Finance, Deakin University.

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Title Studies of firm efficiency on stock returns
Author Pham, Thi Anh Thu
Institution Deakin University
School Department of Finance
Faculty Faculty of Business and Law
Degree type Research doctorate
Degree name PhD
Thesis advisor Fang, Victor
Azad, Sohel
Ang, Tze Chuan
Date submitted 2014-11
Keyword(s) firm efficiency
average stock returns
Australian stock market
industry concentration
arbitrage costs
Summary  The thesis provides strong evidence for a negative relationship between firm efficiency and average stock returns in the Australian market. Moreover, the findings indicate that the return anomalies are more likely due to mispricing in which arbitrage costs play an important role in explaining the efficiency effect.
Language eng
Field of Research 149999 Economics not elsewhere classified
Socio Economic Objective 970114 Expanding Knowledge in Economics
Description of original xi, 167 pages : illustrations, tables
Copyright notice ┬ęThe Author. All Rights Reserved
Free to Read? Yes
Persistent URL http://hdl.handle.net/10536/DRO/DU:30074361

Document type: Thesis
Collections: Higher degree theses (full text)
Open Access Collection
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Created: Tue, 14 Jul 2015, 16:59:10 EST by Kate Percival

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.