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On the theory of market information efficiency
10 references·13 citing·32 second hop
On the theory of market information efficiency (1979)On the theory of market information effic…Further results on the informational efficiency of competitive stock markets (1978)Further results on the inform…ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION (1976)ON THE EFFICIENCY OF COMPETIT…Securities Market Efficiency in an Arrow-Debreu Economy (1975)Securities Market Efficiency …Essays in the Theory of Risk-Bearing. (1972)Essays in the Theory of Risk-…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …The Theory of Syndicates (1968)The Theory of SyndicatesTHE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…The Performance of Mutual Funds in the Period 1945-1964 (1968)The Performance of Mutual Fun…Mutual Fund Performance (1966)Mutual Fund PerformanceDesigning Predictive Models for Customer Recommendations During COVID-19 in the Airline Industry (2022)Designing Predictive Models f…Financial decisions in the household (2008)Financial decisions in the ho…Economic and psychological determinants of car ownership and use (2008)Economic and psychological de…Consumption and identity (2008)Consumption and identityComparing models of consumer behaviour (2008)Comparing models of consumer …The auditors’ review report (1998)The auditors’ review reportVoluntary Semiannual Earnings Disclosures, Earnings Volatility, Unexpected Earnings, and Firm Size (1992)Voluntary Semiannual Earnings…Firm size and the information content of prices with respect to earnings (1987)Firm size and the information…THE SIZE EFFECT IS PRIMARILY A PRICE EFFECT (1985)THE SIZE EFFECT IS PRIMARILY …TIMELINESS OF ACCOUNTING REPORTS AND THEIR INFORMATIONAL CONTENT ON THE CAPITAL MARKET (1984)TIMELINESS OF ACCOUNTING REPO…Consensus Beliefs Equilibrium and Market Efficiency (1983)Consensus Beliefs Equilibrium…Discussion of Market-Based Empirical Research in Accounting: A Review, Interpretation, and Extension (1982)Discussion of Market-Based Em…Consensus Beliefs, Information Acquisition, and Market Information Efficiency (1980)Consensus Beliefs, Informatio…Risk Aversion in the Small and in the Large (1976)Moral Hazard and Observability (1979)Optimal contracts and competitive markets with costly state verification (1979)Signaling in Retrospect and the Informational Structure of Markets (2002)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Noise (1986)Transmission of Volatility between Stock Markets (1990)The Variation of Economic Risk Premiums (1991)An Empirical Evaluation of Accounting Income Numbers (1968)On the Impossibility of Informationally Efficient Markets (1980)The relationship between return and market value of common stocks (1981)An analysis of intertemporal and cross-sectional determinants of earnings response coefficients (1989)Capital markets research in accounting (2001)Does Greater Firm‐Specific Return Variation Mean More or Less Informed Stock Pricing? (2003)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)Information and Competitive Price Systems (1976)The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities (1977)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)The Use of Knowledge in Society (1996)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)Prospect theory: An analysis of decision under risk (1988)Toward a knowledge‐based theory of the firm (1996)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Efficient Capital Markets: II (1991)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*23,066 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19645,313 cited
  • 1972Essays in the Theory of Risk-Bearing.3,991 cited
  • 1966Mutual Fund Performance3,935 cited
  • 1968The Performance of Mutual Funds in the Period 1945-19641,708 cited
  • 1976ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION1,438 cited
  • 1968The Theory of Syndicates1,178 cited
  • 1978Further results on the informational efficiency of competitive stock markets198 cited
  • 1975Securities Market Efficiency in an Arrow-Debreu Economy159 cited

Cited by

  • 1987Firm size and the information content of prices with respect to earnings453 cited
  • 1980Consensus Beliefs, Information Acquisition, and Market Information Efficiency50 cited
  • 1985THE SIZE EFFECT IS PRIMARILY A PRICE EFFECT41 cited
  • 1984TIMELINESS OF ACCOUNTING REPORTS AND THEIR INFORMATIONAL CONTENT ON THE CAPITAL MARKET28 cited
  • 1983Consensus Beliefs Equilibrium and Market Efficiency

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27 cited
  • 1992Voluntary Semiannual Earnings Disclosures, Earnings Volatility, Unexpected Earnings, and Firm Size25 cited
  • 2008Financial decisions in the household16 cited
  • 1982Discussion of Market-Based Empirical Research in Accounting: A Review, Interpretation, and Extension16 cited
  • 2008Economic and psychological determinants of car ownership and use14 cited
  • 2022Designing Predictive Models for Customer Recommendations During COVID-19 in the Airline Industry14 cited
  • 1998The auditors’ review report14 cited
  • 2008Consumption and identity10 cited
  • 2008Comparing models of consumer behaviour6 cited