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Samuelson vs Fama on the Efficient Market Hypothesis: The Point of View of Expertise
16 references·1 citing·32 second hop
Samuelson vs Fama on the Efficient Market Hypothesis: The Point of View of Expertise (2019)Samuelson vs Fama on the Efficient Market…Proof that Properly Anticipated Prices Fluctuate Randomly (2015)Proof that Properly Anticipat…The Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…From Efficient Markets Theory to Behavioral Finance (2003)From Efficient Markets Theory…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Random Walks in Stock Market Prices (1995)Random Walks in Stock Market …Efficient Capital Markets: II (1991)Efficient Capital Markets: IIEfficient Capital Markets and Martingales (1989)Efficient Capital Markets and…Permanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…Mean Reversion in Stock Prices: Evidence and Implications (1987)Mean Reversion in Stock Price…Noise (1986)NoiseDoes the Stock Market Rationally Reflect Fundamental Values? (1986)Does the Stock Market Rationa…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Mutual Fund Performance (1966)Mutual Fund PerformanceThe Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Financial Markets are Not Efficient: Financial Literacy as an Effective Risk Management Tool (2021)Financial Markets are Not Eff…Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)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)The relationship between return and market value of common stocks (1981)Does the Stock Market Overreact? (1985)Investor Psychology and Security Market Under‐ and Overreactions (1998)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Risk, Return, and Equilibrium: Empirical Tests (1973)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)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)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)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)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Introductory Econometrics for Finance (2008)Market Liquidity and Funding Liquidity (2008)Stochastic Convenience Yield and the Pricing of Oil Contingent Claims (1990)Inefficient Markets (2000)Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets (2001)
this work references cited by second hop

References

  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1991Efficient Capital Markets: II5,346 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1966Mutual Fund Performance3,932 cited
  • 2003The Adjustment of Stock Prices to New Information3,063 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 2015Proof that Properly Anticipated Prices Fluctuate Randomly2,078 cited
  • 1987Mean Reversion in Stock Prices: Evidence and Implications1,875 cited
  • 2003From Efficient Markets Theory to Behavioral Finance1,825 cited
  • 1986Noise1,783 cited
  • 1995Random Walks in Stock Market Prices1,227 cited
  • 1986Does the Stock Market Rationally Reflect Fundamental Values?1,149 cited
  • 1989Efficient Capital Markets and Martingales505 cited

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  • 2021Financial Markets are Not Efficient: Financial Literacy as an Effective Risk Management Tool17 cited