The Adjustment of Stock Prices to New InformationEugene F. Fama, Michael C. Jensen, Richard W. Roll1969-02-01articleInternational Economic Review3,625 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesStochastic processes and financial applicationsEconomic theories and modelsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 3,625 citations exist upstream.Cited by1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1991Efficient Capital Markets: II2008Introductory Econometrics for Finance1980Measuring security price performance2001Capital markets research in accounting1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.11986Do Demand Curves for Stocks Slope Down?1997Market Efficiency, Long-Term Returns, and Behavioral Finance