EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

Keywords

Session (web analytics), Citation, Economics, Classics, Library science

References

• Multiperiod Consumption-Investment DecisionsEugene F. Fama — 1970
• Filter Rules and Stock-Market TradingEugene F. Fama, Marshall E. Blume — 1966
• SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATIONJohn Lintner — 1965
• Market and Industry Factors in Stock Price BehaviorBenjamin F. King — 1966
• Public Interpretation of Federal Reserve Discount Rate Changes: Evidence on the 'Announcement Effect'Roger N. Waud — 1970
• CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*William F. Sharpe — 1964
• Market Making and Reversal on the Stock ExchangeVictor Niederhoffer, M. F. M. Osborne — 1966
• RISK‐AVERSION IN THE STOCK MARKET: SOME EMPIRICAL EVIDENCEWilliam F. Sharpe — 1965
• Forecasts of Future Prices, Unbiased Markets, and "Martingale" ModelsBenoît B. Mandelbrot — 1966
• Liquidity Preference as Behavior towards RiskJames Tobin — 1958
• Some Properties of Symmetric Stable DistributionsEugene F. Fama, Richard Roll — 1968
• The Cyclical Behavior of the Term Structure of Interest RatesJacob B. Michaelsen, Reuben A. Kessel — 1965
• The Information Content Of Annual Earnings AnnouncementsWilliam H. Beaver — 1968
• An empirical evaluation of accounting income numbersRay Ball, Philip Brown — 1968
• STOCK‐MARKET “PATTERNS” AND FINANCIAL ANALYSIS: METHODOLOGICAL SUGGESTIONSHarry V. Roberts — 1959
• The Behavior of Stock-Market PricesEugene F. Fama — 1965
• On the Distribution of Stock Price DifferencesBenoît B. Mandelbrot, Howard M. Taylor — 1967
• The Structure of Interest RatesF. A. Lutz — 1940
• The Adjustment of Stock Prices to New InformationEugene F. Fama, Lawrence Fisher, Michael C. Jensen — 1969
• The Performance of Mutual Funds in the Period 1945-1964Michael C. Jensen — 1968

Cited by

• MErcadO FinanciErO, rEspOnsaBiLidad Y sOLuciOnEs gLOBaLEsFélix Ovejero Lucas — 2012
• A valuation process for intellectual property in a technology park environmentSanjoy Bose — 2004
• The Effect of New Product Announcements and Preannouncements on Stock PricePaul Sergius Koku, Harsharanjeet S. Jagpal, P. V. Viswanath — 1997
• Local futures traders and behavioural biases: evidence from AustraliaJoel Grant — 2007
• STRATEGIC SATISFICING? A BEHAVIORAL--AGENCY THEORY PERSPECTIVE ON STOCK REPURCHASE PROGRAM ANNOUNCEMENTSGillian D Sanders, Mason A. Carpenter — 2003
• Critical Review of Literature on the Factors Pertaining to Financial Sustainability of Social Security SchemesWilliam Akwimbi — 2008
• Simple Comparisons between Mature and Immature Stock MarketsHongying Sun — 2007
• Market Efficiency and Money Market Fund Portfolio Managers: Beliefs Versus RealityRamon P. DeGennaro, Dale L. Domian — 1996
• Market Efficiency and Behavioural Finance: Evidence from Indian Stock MarketUrvish Subodh — 2013
• An investigation into the winner-loser and momentum anomalies in four medium-sized European marketsCormac O’Keeffe — 2013
• Brain Activity Follow Up of Stock Market Financial VariablesArmando da Rocha, João Paulo Vieito, Fábio Rocha — 2013
• How Well Does Dodd-Frank Address Regulatory Gaps and Market Failures That Led to the Housing Bubble?Adora D. Holstein — 2013
• The Short LongAndrew Haldane, Richard B. Davies — 2012
• The Culture of Economic Governance toward a Model of Economic ProsperitySurasak Chaithanakij — 2008
• A Re-Evaluation of Event-Study MethodologyMounther Barakat PhD, CFA, Rory L. Terry — 2013
• Performance boursière des fusions-acquisitions dans le secteur bancaire : influence des caractéristiques des conseils des banques initiatrices et des modalités de la transactionNabil Bikourane — 2011
• Managerial Structure and Stock Price Delay in ChinaPing‐Wen Sun, Yu Bin — 2014
• Time Travel Through Asian and Chinese Market IndicesSebastian Cano, Jordi Camps Andreu, Xiaoni Li — 2012
• Towards a Positive Theory of the Determination of Accounting Standards.Ross L. Watts, Jerold L. Zimmerman — 1978
• Technical Analysis: The Interface of Rational and Irrational Decision MakingWilliam Marty Martin — 2008

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