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Misinformation and Regulatory Actions in the Canadian Capital Markets: Some Empirical Evidence
14 references·0 citing·28 second hop
Misinformation and Regulatory Actions in the Canadian Capital Markets: Some Empirical Evidence (1978)Misinformation and Regulatory Actions in …Private Incentives and Public Information (2016)Private Incentives and Public…The Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…The Private and Social Value of Information and the Reward to Inventive Activity (1978)The Private and Social Value …Stock Price Movement Associated with Temporary Trading Suspensions: Bear Market Versus Bull Market (1976)Stock Price Movement Associat…The Effect of Regulation Changes on Insider Trading (1974)The Effect of Regulation Chan…Risk and return: The case of merging firms (1974)Risk and return: The case of …The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices (1972)The Market for Securities: Su…The capital asset pricing model: Some empirical tests (1972)The capital asset pricing mod…Information and Efficiency:Another Viewpoint (1972)Information and Efficiency:An…Capital Market Equilibrium with Restricted Borrowing (1972)Capital Market Equilibrium wi…Information and Capital Markets (1971)Information and Capital Marke…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…A Simplified Model for Portfolio Analysis (1963)A Simplified Model for Portfo…Dictionary of American Biography (1945)Higher education as a filter (1973)Optimal contracts and competitive markets with costly state verification (1979)First-mover advantages (1988)Portfolio Selection: Efficient Diversification of Investments (1959)An Intertemporal Capital Asset Pricing Model (1973)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Dividend Policy, Growth, and the Valuation of Shares (1961)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: II (1991)Risk, Return, and Equilibrium: Empirical Tests (1973)Measuring security price performance (1980)Strategic Factor Markets: Expectations, Luck, and Business Strategy (1986)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)Users of the world, unite! The challenges and opportunities of Social Media (2009)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Event Study Methodology Since 1969 (1998)Does Arbitrage Flatten Demand Curves for Stocks? (2002)Presidential Address: Asset Price Dynamics with Slow‐Moving Capital (2010)Regulation and Administered Contracts (1976)Tourism and economic development: A survey (1998)Public and private bureaucracies: a transaction cost economics perspectives (1999)The arbitrage theory of capital asset pricing (1976)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)
this work references cited by second hop

References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1972Capital Market Equilibrium with Restricted Borrowing3,097 cited
  • 2003The Adjustment of Stock Prices to New Information3,063 cited
  • 1963A Simplified Model for Portfolio Analysis2,740 cited
  • 1972The capital asset pricing model: Some empirical tests2,705 cited
  • 1978The Private and Social Value of Information and the Reward to Inventive Activity1,571 cited
  • 1972The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices886 cited
  • 1974Risk and return: The case of merging firms869 cited
  • 1972Information and Efficiency:Another Viewpoint864 cited
  • 1974The Effect of Regulation Changes on Insider Trading218 cited
  • 1971Information and Capital Markets193 cited
  • 2016Private Incentives and Public Information115 cited
  • 1976Stock Price Movement Associated with Temporary Trading Suspensions: Bear Market Versus Bull Market25 cited

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