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Market Efficiency, Long-Term Returns, and Behavioral Finance · Study

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PreprintMarket Efficiency, Long-Term Returns, and Behavioral Finance

Eugene F. Fama1997

OA

Preprintgreen1997

Market Efficiency, Long-Term Returns, and Behavioral Finance

1,278 citations·0/0 files stored·SSRN Electronic Journal

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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 — 1,278 citations exist upstream.

References

1993Common risk factors in the returns on stocks and bonds 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1992The Cross-Section of Expected Stock Returns 1970Efficient Capital Markets: A Review of Theory and Empirical Work 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets 1985Does the Stock Market Overreact?1996Multifactor Explanations of Asset Pricing Anomalies

Cited by

2018Replicating Anomalies 2002Investor psychology in capital markets: evidence and policy implications 2003Perspectives on Behavioral Finance: Does "Irrationality" Disappear with Wealth? Evidence from Expectations and Actions 2001The Long‐Run Stock Returns Following Bond Ratings Changes 2004The Econometrics of Event Studies 2014Textual sentiment in finance: A survey of methods and models 2002Anomalies and Market Efficiency 2014Have capital market anomalies attenuated in the recent era of high liquidity and trading activity?

Details

Year1997

Typepreprint

Published1997-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations1,278

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.2139/ssrn.15108

openalex_workW4205384207

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