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The efficiency of the Warsaw Stock Exchange : the first few years 1991-1996
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The efficiency of the Warsaw Stock Exchange : the first few years 1991-1996 (2002)The efficiency of the Warsaw Stock Exchan…The Econometrics of Financial Markets (2012)The Econometrics of Financial…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Journal of the American Statistical Association (1995)Journal of the American Stati…Stocks for the Long Run (1994)Stocks for the Long RunMARKET EFFICIENCY IN DEVELOPING COUNTRIES: A CASE STUDY OF THE NAIROBI STOCK EXCHANGE (1994)MARKET EFFICIENCY IN DEVELOPI…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIEfficient Capital Markets: II (1991)Efficient Capital Markets: IIPermanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…The incredible January effect (1987)The incredible January effectThin Trading and Stock Market Efficiency: the Case of the Kuala Lumpur Stock Exchange (1986)Thin Trading and Stock Market…Does the Stock Market Rationally Reflect Fundamental Values? (1986)Does the Stock Market Rationa…World stock markets: some random walk tests (1982)World stock markets: some ran…On Estimating the Expected Return on the Market: An Exploratory Investigation (1980)On Estimating the Expected Re…On estimating the expected return on the market (1980)On estimating the expected re…Savings and development (1977)Savings and developmentEFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …The relationship between return and market value of common stocks (1981)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)The Framing of Decisions and the Psychology of Choice (1981)Stock Volatility and the Crash of '87 (1989)The econometrics of financial markets (1996)Investor Sentiment and Asset Valuation (2005)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)The Pricing of Options and Corporate Liabilities (1973)A Theory of the Term Structure of Interest Rates (1985)Modeling and Forecasting Realized Volatility (2001)Does the stock market value bank diversification? (2007)Investor sentiment and the mean–variance relation☆ (2010)The arbitrage theory of capital asset pricing (1976)An Anatomy of Trading Strategies (1998)Inefficient Markets (2000)Short-sale constraints and stock returns (2002)Moving to Opportunity in Boston: Early Results of a Randomized Mobility Experiment (2001)Multilevel analyses of neighbourhood socioeconomic context and health outcomes: a critical review: Table 1 (2001)The Relationship Between Education and Adult Mortality in the United States (2004)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Industry costs of equity (1997)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Introductory Econometrics for Finance (2008)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1991Efficient Capital Markets: II5,346 cited
  • 1995Journal of the American Statistical Association5,337 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 1980On estimating the expected return on the market2,818 cited
  • 1991Efficient Capital Markets: II1,271 cited
  • 1986Does the Stock Market Rationally Reflect Fundamental Values?1,149 cited
  • 1980On Estimating the Expected Return on the Market: An Exploratory Investigation755 cited
  • 1994Stocks for the Long Run567 cited
  • 1977Savings and development500 cited
  • 1994MARKET EFFICIENCY IN DEVELOPING COUNTRIES: A CASE STUDY OF THE NAIROBI STOCK EXCHANGE179 cited
  • 1987The incredible January effect156 cited
  • 1986Thin Trading and Stock Market Efficiency: the Case of the Kuala Lumpur Stock Exchange139 cited
  • 1982World stock markets: some random walk tests

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