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Efficient Capital Markets and Martingales · Study

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ArticleEfficient Capital Markets and Martingales

Stephen F. LeRoy1989

Article1989

Efficient Capital Markets and Martingales

Stephen F. LeRoy

505 citations·0/0 files stored·Journal of Economic Literature

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Financial Markets and Investment Strategies Stochastic processes and financial applications Economic theories and models

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References

1975Judgment under Uncertainty: Heuristics and Biases 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1957Technical Change and the Aggregate Production Function 1976The arbitrage theory of capital asset pricing 1936The General Theory of Employment, Interest and Money, by John Maynard Keynes 1981The relationship between return and market value of common stocks 1985The equity premium: A puzzle

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1998The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions 1998The Economics of Wagering Markets 2007The Decision Usefulness of Fair Value Accounting – A Theoretical Perspective 2004Structural Incoherence and Stock Market Activity 1992Cointegration and market efficiency 1992The earnings-price anomaly

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Details

Year1989

Typearticle

Published1989-01-01

VenueJournal of Economic Literature

ISSN-L0022-0515

Languageen

Citations505

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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openalex_workW1506153074

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