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The efficient market hypothesis: problems with interpretations of empirical tests
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The efficient market hypothesis: problems with interpretations of empirical tests (2012)The efficient market hypothesis: problems…The Logic of Scientific Discovery (2013)The Logic of Scientific Disco…The Econometrics of Financial Markets (2012)The Econometrics of Financial…The Adaptive Markets Hypothesis (2004)The Adaptive Markets Hypothes…The Efficient Market Hypothesis and Its Critics (2003)The Efficient Market Hypothes…From Efficient Markets Theory to Behavioral Finance (2003)From Efficient Markets Theory…Beyond greed and fear: understanding behavioral finance and the psychology of investing (2003)Beyond greed and fear: unders…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIPositive Feedback Investment Strategies and Destabilizing Rational Speculation (1989)Positive Feedback Investment …Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…Some anomalous evidence regarding market efficiency (1978)Some anomalous evidence regar…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…Foundations of Finance. (1977)Foundations of Finance.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 …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Framing of Decisions and the Psychology of Choice (1981)The Limits of Arbitrage (1995)Illiquidity and stock returns: cross-section and time-series effects (2002)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)An Econometric Analysis of Nonsynchronous Trading (1989)An ordered probit analysis of transaction stock prices (1990)The Econometrics of Financial Markets (1998)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)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)Corporate financing and investment decisions when firms have information that investors do not have (1984)Twitter mood predicts the stock market (2011)ESG and financial performance: aggregated evidence from more than 2000 empirical studies (2015)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)The equity premium: A puzzle (1985)Economic Forces and the Stock Market (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)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)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Common risk factors in the returns on stocks and bonds (1993)Asymmetric causality tests with an application (2011)Applications of deep learning in stock market prediction: Recent progress (2021)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Multifactor Explanations of Asset Pricing Anomalies (1996)Conservation of resources: A new attempt at conceptualizing stress. (1989)Five Misunderstandings About Case-Study Research (2004)Seeking Qualitative Rigor in Inductive Research (2012)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1965The Behavior of Stock-Market Prices8,772 cited
  • 2013The Logic of Scientific Discovery7,765 cited
  • 1991Efficient Capital Markets: II6,030 cited
  • 2012The Econometrics of Financial Markets5,889 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,759 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,717 cited
  • 2003The Efficient Market Hypothesis and Its Critics2,415 cited
  • 2003From Efficient Markets Theory to Behavioral Finance2,139 cited
  • 2004The Adaptive Markets Hypothesis1,846 cited
  • 1978Some anomalous evidence regarding market efficiency1,555 cited
  • 1977Foundations of Finance.1,128 cited
  • 1989Positive Feedback Investment Strategies and Destabilizing Rational Speculation844 cited
  • 2003Beyond greed and fear: understanding behavioral finance and the psychology of investing

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