Efficient Capital Markets: A Review of Theory and Empirical Work

Keywords

Work (physics), Economics, Neoclassical economics, Engineering, Mechanical engineering

References

• Proof that Properly Anticipated Prices Fluctuate RandomlyPaul A. Samuelson — 2015
• Value and CapitalParesh Chattopadhyay — 1982
• Evidences of risk-aversion in the stock marketWilliam Reid Lambert — 1971
• Multiperiod Consumption-Investment DecisionsEugene F. Fama — 1970
• Filter Rules and Stock-Market TradingEugene F. Fama, Marshall E. Blume — 1966
• Market and Industry Factors in Stock Price BehaviorBenjamin F. King — 1966
• 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
• 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
• Risk, Return, and EquilibriumEugene F. Fama — 1971
• 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

Cited by

• L'efficience des marchés financiers des pays émergents : l'exemple de la bourse de CasablancaKhalid Bakir — 2002
• Macroeconomie in Crisi E Macroeconomie in Ripresa (Macroeconomics in Crisis and Macroeconomics in Recovery) (in Italian)Alessandro Roncaglia — 2011
• On Intelligent-Agent Based Analysis of Financial MarketsWalter M. van den Bergh, Katalin Boer, Arie de Bruin — 2001
• Predicting sporting outcomes: a statistical approachMichael Bailey — 2005
• Uninformed Trader Risk and Market InefficiencyStephen Bertone — 2011
• Nonlinearity and market efficiency in GCC stock marketsAbdullah M. H. Alharbi — 2009
• Essays on the efficiency of volatility derivatives marketsΕιρήνη Κωνσταντινίδη — 2010
• Identifying Permanent and Temporary Components in Daily and Monthly Japanese Stock PricesBonnie K. Ray, Shaw Chen, Jeffrey E. Jarrett — 1997
• La eficiencia del mercado, más allá de los modelos matemáticosDaniel Lahoud — 2021
• Board Composition, Ownership Structure and Firm Value: Empirical Evidence from SwitzerlandValentin Jentsch — 2019
• La obtención de inteligencia antiterrorista en los mercados de valoresFernando Navarrete Rojas — 2004
• STATISTICAL AND ECONOMIC TESTS OF EFFICIENCY IN THE ENGLISH PREMIER LEAGUE SOCCER BETTING MARKETJonathon Brycki — 2009
• Your words are in my purse! The impact of EU summits on Euro-Dollar exchange rateChristian Fahrholz — 2006
• The Existence of Equilibrium Asset Price Under Diverse InformationR. Agus Sartono — 2005
• Introduction to Empirical Methods in FinanceJohn Y. Campbell, Andrew W. Lo, A. Craig MacKinlay — 2008
• The first European grain invasion: a study in the integration of the European market 1750-1870Giovanni Federico — 2008
• Herding in the Foreign Exchange MarketD. van der Vlist — 2009
• Information environment and gains from corporate takeoversYujun He — 2009
• Establishing the Internet channel: short-term pain but long-term gain?Inge Geyskens, Katrijn Gielens, Marnik G. Dekimpe — 2000
• Introducció als mercats i actius financersJordi Andreu Corbatón — 2014

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