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The Efficient Market Hypothesis on Trial
16 references·2 citing·35 second hop
The Efficient Market Hypothesis on Trial (1986)The Efficient Market Hypothesis on TrialThe Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)Further Evidence On Investor …Cointegration and Tests of Present Value Models (1987)Cointegration and Tests of Pr…Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures (1986)Price and Volume Effects Asso…Does the Stock Market Rationally Reflect Fundamental Values? (1986)Does the Stock Market Rationa…Do Demand Curves for Stocks Slope Down? (1986)Do Demand Curves for Stocks S…The market for corporate control (1983)The market for corporate cont…The relationship between return and market value of common stocks (1981)The relationship between retu…The Present-Value Relation: Tests Based on Implied Variance Bounds (1981)The Present-Value Relation: T…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)INVESTMENT PERFORMANCE OF COM…Capital market seasonality: The case of stock returns (1976)Capital market seasonality: T…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …An Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…The Structure of Scientific Revolutions (1963)The Structure of Scientific R…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…Using a portfolio management game (Finesse) to teach finance (2000)Using a portfolio management …The Johannesburg Stock Exchange as an Efficient Market: A Review (1995)The Johannesburg Stock Exchan…Dividend Policy, Growth, and the Valuation of Shares (1961)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Time Series Analysis, Forecasting, and Control (1995)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Using daily stock returns (1985)Efficient Capital Markets: II (1991)Risk, Return, and Equilibrium: Empirical Tests (1973)Size-related anomalies and stock return seasonality (1983)The Capital Asset Pricing Model: Theory and Evidence (2004)… and the Cross-Section of Expected Returns (2015)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)Does the Stock Market Overreact? (1985)Norm theory: Comparing reality to its alternatives. (1986)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Investor Psychology and Asset Pricing (2001)The Behavior of Stock-Market Prices (1965)Capital Market Equilibrium with Restricted Borrowing (1972)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)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)Markets and Hierarchies: Analysis and Antitrust Implications. (1976)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Separation of Ownership and Control (1983)Management ownership and market valuation (1988)Agency Theory: An Assessment and Review (1989)A Survey of Corporate Governance (1997)Introduction: epistemic communities and international policy coordination (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)The Social Construction of Reality: A Treatise in the Sociology of Knowledge. (1967)Competing paradigms in qualitative research. (1994)Sample Size in Qualitative Interview Studies (2015)
this work references cited by second hop

References

  • 1963The Structure of Scientific Revolutions35,276 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1936The General Theory of Employment, Interest and Money.14,486 cited
  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 1981The relationship between return and market value of common stocks5,928 cited
  • 1983The market for corporate control4,145 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 2003The Adjustment of Stock Prices to New Information3,063 cited
  • 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS2,562 cited
  • 1987Further Evidence On Investor Overreaction and Stock Market Seasonality2,374 cited
  • 1987Cointegration and Tests of Present Value Models2,160 cited
  • 1986Do Demand Curves for Stocks Slope Down?1,524 cited
  • 1981The Present-Value Relation: Tests Based on Implied Variance Bounds1,364 cited
  • 1976Capital market seasonality: The case of stock returns1,229 cited
  • 1986Does the Stock Market Rationally Reflect Fundamental Values?1,149 cited

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  • 1986Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures1,023 cited
  • Cited by

    • 2000Using a portfolio management game (Finesse) to teach finance32 cited
    • 1995The Johannesburg Stock Exchange as an Efficient Market: A Review22 cited