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Efficiency Hypothesis of the Stock Markets: A Case of Indian Securities
16 references·0 citing·34 second hop
Efficiency Hypothesis of the Stock Markets: A Case of Indian Securities (2009)Efficiency Hypothesis of the Stock Market…Efficient market hypothesis and forecasting (2003)Efficient market hypothesis a…Some Anomalous Evidence Regarding Market Efficiency (2002)Some Anomalous Evidence Regar…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Contrarian Investment, Extrapolation, and Risk (1993)Contrarian Investment, Extrap…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Efficient Market Hypothesis (1991)Efficient Market HypothesisEfficient Capital Markets: II (1991)Efficient Capital Markets: IITHE INCREMENTAL INFORMATION CONTENT OF THE ACCRUAL AND FUNDS COMPONENTS OF EARNINGS AFTER CONTROLLING FOR EARNINGS (1987)THE INCREMENTAL INFORMATION C…The Association of Operating Cash Flow and Accruals with Security Returns (1986)The Association of Operating …Day of the Week Effects and Asset Returns (1981)Day of the Week Effects and A…The Determinants of the Variability of Stock Market Prices (1980)The Determinants of the Varia…The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices (1972)The Market for Securities: Su…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 Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …STOCK‐MARKET “PATTERNS” AND FINANCIAL ANALYSIS: METHODOLOGICAL SUGGESTIONS (1959)STOCK‐MARKET “PATTERNS” AND F…Time Series Analysis: Forecasting and Control (1977)The relationship between return and market value of common stocks (1981)A Further Investigation of the Weekend Effect in Stock Returns (1984)Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Order imbalance, liquidity, and market returns (2002)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)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)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)Comparing Predictive Accuracy (1994)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold–Mariano Tests (2015)Predicting the direction of stock market prices using tree-based classifiers (2018)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)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Multifactor models do not explain deviations from the CAPM (1995)When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms (2002)The Econometrics of Event Studies (2004)Inefficient Markets (2000)Are Insider Trades Informative? (2001)The Value Premium (2005)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)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)
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References

  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
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  • 1994Contrarian Investment, Extrapolation, and Risk1,354 cited
  • 1981Day of the Week Effects and Asset Returns1,173 cited
  • 1972The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices886 cited
  • 1993Contrarian Investment, Extrapolation, and Risk695 cited
  • 2003Efficient market hypothesis and forecasting516 cited
  • 1980The Determinants of the Variability of Stock Market Prices511 cited
  • 1986The Association of Operating Cash Flow and Accruals with Security Returns385 cited
  • 1959STOCK‐MARKET “PATTERNS” AND FINANCIAL ANALYSIS: METHODOLOGICAL SUGGESTIONS359 cited
  • 1991Efficient Market Hypothesis344 cited
  • 2002Some Anomalous Evidence Regarding Market Efficiency311 cited
  • 1987

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THE INCREMENTAL INFORMATION CONTENT OF THE ACCRUAL AND FUNDS COMPONENTS OF EARNINGS AFTER CONTROLLING FOR EARNINGS
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