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Some anomalous evidence regarding market efficiency · Study

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ArticleSome anomalous evidence regarding market efficiency

Michael C. Jensen1978

Article1978

Some anomalous evidence regarding market efficiency

Michael C. Jensen

1,419 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 1,419 citations exist upstream.

References

1963The Structure of Scientific Revolutions 1961Dividend Policy, Growth, and the Valuation of Shares 1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory 1984The Structure of Scientific Revolutions 1977Foundations of Finance.1978Dividends and taxes

Cited by

1990The Noise Trader Approach to Finance 2000Inefficient Markets 1992Consumer Reaction to Measures of Poor Quality: Evidence from the Mutual Fund Industry 1995Predictability of Stock Returns: Robustness and Economic Significance 1987Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test 2003The illusory nature of momentum profits 2007WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS?2002Anomalies and Market Efficiency

Details

Year1978

Typearticle

Published1978-06-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations1,419

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/0304-405x(78)90025-9

openalex_workW3122205006

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