Browsing College of Business and Law by Subject "Efficient market theory"

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Investigating sources of unanticipated exposure in industry stock returns

Bredin, Donal ; Hyde, Stuart (University College Dublin. School of Business. Centre for Financial Markets, 2009)

This paper investigates the degree of both foreign exchange rate and interest rate exposure of industry level portfolios in the G7. Our paper draws on the efficient market hypothesis and examines the extent of unexpected ...