Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Securities Market Efficiency in an Arrow-Debreu Economy

3 references·16 citing·39 second hop

FromToDepth

this work references cited by second hop

References

1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
1959Theory of Value2,538 cited
1970A Consumption-Oriented Theory of the Demand for Financial Assets and the Term Structure of Interest Rates159 cited

Cited by

1982Expectations Models of Asset Prices: A Survey of Theory112 cited
1975MARKET EQUILIBRIUM IN A MULTIPERIOD STATE PREFERENCE MODEL WITH LOGARITHMIC UTILITY†75 cited
1977THE THEORY OF SPECULATION UNDER ALTERNATIVE REGIMES OF MARKETS65 cited
1979On the theory of market information efficiency55 cited
1994The Development, Accomplishments and Limitations of the Theory of Stock Market Efficiency51 cited
1977THE STRONG CASE FOR THE GENERALIZED LOGARITHMIC UTILITY MODEL AS THE PREMIER MODEL OF FINANCIAL MARKETS50 cited
1980Consensus Beliefs, Information Acquisition, and Market Information Efficiency50 cited
1988Measuring Event Impacts in Thinly Traded Stocks49 cited
1979Risk, Return, Security-Valuation and the Stochastic Behavior of Accounting Numbers42 cited
1986Informational Efficiency and Information Subsets37 cited
1981Notes on Multiperiod Valuation and the Pricing of Options37 cited
1976

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

THE CAPITAL MARKET, THE MARKET FOR INFORMATION, AND EXTERNAL ACCOUNTING

36 cited

2017Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets33 cited

2019Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature29 cited

1995EXPERIMENTAL ASSET MARKETS WITHIN FINANCE28 cited

1989What do we Know about Stock Market “Efficiency”?28 cited