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Leader |
LDR
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cam a 00 |
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Control # |
1
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97003805 |
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Control # Id |
3
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DLC |
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Date |
5
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20190911110547.0 |
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Fixed Data |
8
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970131s1997 enka b 001 0 eng |
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LC Card |
10
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$a 97003805 |
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ISBN |
20
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$a1858981611 (2 vol. set) |
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Obsolete |
39
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$a213659$cTLC |
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Cat. Source |
40
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$aDLC$cDLC$dDLC$dGCG |
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LC Call |
50
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00 |
$aHG4636$b.M367 1997 |
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Dewey Class |
82
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00 |
$a332.63/222$221 |
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Title |
245
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00 |
$aMarket efficiency :$bstock market behaviour in theory and practice /$cedited by Andrew W. Lo. |
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Imprint |
260
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$aCheltenham, UK ;$aLyme, NH :$bEdward Elgar Pub.,$cc1997. |
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Phys Descrpt |
300
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$a2 v. :$billus. ;$c25 cm. |
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Series:Title |
440
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0 |
$aInternational library of critical writings in financial economics ;$v3 |
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Series:Title |
440
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0 |
$aElgar reference collection |
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Note:Bibliog |
504
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$aIncludes bibliographical references. |
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Note:Content |
505
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10 |
$gVol. 1: -$tNoise /$rFischer Black -$tEfficient capital markets: a review of theory and empirical work /$rEugene F. Fama -$tOn the efficiency of competitive stock markets where trades have diverse information /$rSanford Grossman -$tOn the impossibility of informationally efficient markets /$rSanford J. Grossman, $rJoseph E. Stiglitz -$tRisk aversion and the Martingale property of stock prices /$rStephen F. LeRoy -$tAsset prices in an exchange economy /$rRobert E. Lucas, Jr. -$tProof that properly anticipated prices fluctuate randomly /$rPaul A. Samuelson -$tStock prices: random vs. systematic changes /$rPaul H. Cootner -$tSome a posteriori probabilities in stock market action/$rAlfred Cowles III, $rHerbert E. Jones -$gThe $tbahvior of stock-market prices /$rEugene F. Fama -$tFilter rules and stock-market trading /$rEugene F. Fama, $rMarshall E. Blume -$tPermanent and temporary components of stock prices /$rEugene F. Fama, $rKenneth R. French -$tStock return variances: the arrival of information and the reaction of traders /$rKenneth R. French, $rRichard Roll -$tEvidence of predictable behavior of security returns /$rNarasimhan Jegadeesh -$tMean reversion in stock prices? a reappraisal of the empirical evidence /$rMyung Jig Kim, $rCharles R. Nelson, $rRichard Startz -$tLong-term memory in stock market prices /$rAndrew W. Lo -$tStock market prices do not follow random walks: evidence from a simple specification test /$rAndrew W. Lo, $rA. Craig McKinlay -$tBrownian motion in the stock market /$rM.F.M. Osborne -$tMean reversion in stock prices: evidence and implications /$rJames M. Poterba, $rLawrence H. Summers -$tTemporary components of stock prices: a skeptic's view /$rMatthew Richardson. |
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Note:Content |
505
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10 |
$gVol. 2: -$gThe $tdividend-price ratio and expectations of future dividends and discount factors /$tJohn Y. Campbell, $rRobert J. Shiller -$tExcess volatility in the financial markets: a reassessment of the empirical evidence /$rMarjorir A. Flavin -$tEconometric aspects of the variance-bounds test: a survey /$rChristian Gilles, $rStephen F. LeRoy -$gThe $tdeterminants of the variability of stock market prices /$rSanford J. Grossman, $rRobert J. Shiller -$tVariance bounds tests and stock price valuation models /$rAllan W. Kleidon -$gThe $tpresent-value relation: tests based on implied variance bounds /$rStephen F. LeRoy, $rRichard D. Porter -$tDividend variability and variance bounds test for the rationality of stock market prices /$rTerry A. Marsh, $rRobert C. Merton -$tOn the current state of the stock market rationality hypothesis /$rRobert C. Merton -$tVariance bounds in a simple model of asset pricing /$rRonald W. Michener -$tDo stock prices move too much to be justified by subsequent changes in dividends? /$rRobert J. Shiller -$tDividend innovations and stock price volatility /$rKenneth D. West -$gAn $tempirical evaluation of accounting income numbers /$rRay Ball, $rPhilip Brown -$tEvidence that stock prices do not fully reflect the implications of current earnings for future earnings /$rVictor L. Bernard, $rJacob K. Thomas -$tOn the contrarian investment strategy /$rK.C. Chan -$tMeasuring abnormal performance: do stocks overreact? /$rNavin Chopra, $rJosef Lakonishok, $rJay R. Ritter -$tDoes the stock market overreact? /$rWerner F.M. DeBondt, $rRichard Thaler -$tFads, Martingales, and market efficiency /$rBruce N. Lehmann -$tWhen are contrarian profits due to stock market overreaction? /$rAndrew W. Lo, $rA. Craig MacKinley -$gThe $rrelationship between return and market value of common stocks /$rRolf W. Banz -$tInvestment performance of common stocks in relation to their price-earnings ratios: a test of the efficient market hypothesis /$rS. Basu -$tSurvivorship bias in performance studies /$rStephen J. Brown, $rWilliam Goetzmann, $rRoger G. Ibbotson, $rStephen A. Ross -$gThe $tValue Line enigma (1965-1978): a case study of performance evaluation issues /$rThomas E. Copeland, $rDavid Mayers -$tSize-related anomalies and stock return seasonality: further empirical evidence /$rDonald B. Keim -$tAre seasonal anomalies real? A 90-year perspective /$rJosef Lakonishok, $rSeymour Smidt -$tData-snooping biases in tests of financial asset pricing models /$rAndrew W. Lo, $rA. Craig MacKinley -$tVas ist das? The turn-of-the-year effect and the return premia of small firms /$rRichard Roll -$tOrange juice and weather /$rRichard Roll -$tPersuasive evidence of market inefficiency /$rBarr Rosenberg, $rKenneth Reid, $rRonald Lanstein -$tCapital market seasonality: the case of stock returns /$rMichael S. Rozeff, $rWilliam R. Kinney, Jr. |
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Local Note |
590
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$aRecommended in Resources for College Libraries |
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Subj:Topical |
650
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0 |
$aStocks$xPrices$xMathematical models. |
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Subj:Topical |
650
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0 |
$aEfficient market theory$xMathematical models. |
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AE:Pers Name |
700
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1 |
$aLo, Andrew W.$q(Andrew Wen-Chuan) |
