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英国纽卡斯尔大学硕士Literature review：Testing the Efficient Market Hypothesis in Stock market [2]

论文作者：www.51lunwen.org论文属性：文献综述 Literature Review登出时间：2013-07-25编辑：tinkle点击率：7075

论文字数：4797论文编号：org201307251128368379语种：英语 English地区：英国价格：$ 286

关键词：Stock market Efficient Market Hypothesis 英国纽卡斯尔大学硕士Literature review

摘要：英国纽卡斯尔大学硕士Literature review：Testing the Efficient Market Hypothesis in Stock market

iew of economic studies, 60(4), pp.813-836

Beaver, W.H., 1981. Market Efficiency. The Accounting Review, 56(1), pp.23-37

Black, F., 1986. Noise. Journal of Finance, 41(3), pp.529-543

Campbell, J.Y. and Kyle, A., 1993. Smart Money, Noise Trading and Stock Price Behavior. Review of Economic Studies, 60(1), pp.1-34

Campbell, J.Y. and Shiller, R., 1998. Valuation Ratios and the Long-run Stock Market Outlook. Journal of Portfolio Management, 24, pp.11-26

Conrad, J. and Kaul, G., 1989. Mean Reversion in Short-Horizon Expected Returns. Review of Financial Studies, 2(2), pp.225-240

Debondt, W. and Thaler, R., 1985. Does The Stock Market overreact? The Journal of Finance, 40(3), pp.793-805

Fama, E.F., 1965. The Behavior of Stock Market Price. The Journal of Business, 38(1), pp.34-106

Fama, E.F., Fisher, L., Jensen, M.C. and Roll, R., 1969. The Adjustment of Stock Prices to New Information. International Economic Review, 10, pp.1-21

Fama, E.F., 1970. Efficient Capital Market: A Review of Theory and Empirical Work. Journal of Finance, 25(5), pp.383-417

Fama, E.F. and French, K.R., 1988. Permanent and Temporary Components of Stock prices. Journal of Political Economy, 96(2), pp. 246-273

Fama, E.F., 1991. Efficient capital markets II. The Journal of Finance, 46(5), pp.1575-1617

Fama, E.F. and French, K.R., 1992. The Cross-Section of Expected Stock Returns. The Journal of Finance, 47(2), pp.427-465

Fama, E.F. and French, K.R., 1996. Multifactor Explanations of Asset Pricing Anomalies. The Journal of Finance, 51(1), pp.55-84

Fama, E.F., 1998. Market Efficiency, Long-Term Returns, and Behavioral Finance. Journal of Financial Economics, 49(3), pp.283-306

Fisher, L., 1966. Some New Stock-Market Indices. Journal of Business, vol.29, pp.191-225

French, K. and Roll, R., 1986. Stock Return Variances: The Arrival of Information and the Reaction of Traders. Journal of Financial Economy, 17(1), pp.5-26

Gibbons, M.R. and Hess, P., 1981. Day of the Week Effects and Asset Returns. The Journal of Business, 54(4), pp.579-596

Grossman, S.J. and Stiglitz, J.E., 1980. On the Impossibility of Informationally Efficient Markets. The American Economic Review, 70(3), pp.393-408

Grossman, S.J., 1976. On the Efficiency of Competitive Stock Markets Where Traders Have Diverse Information. Journal of Finance, 31(2), pp.573-585

Hameed, A. and Yuanto, K., 2000. Momentum Strategies, Evidence from the Pacific Basin Stock Markets. Working Paper

Hamilton, J.D. and Susmel, R., 1994. Autoregressive Conditional Heteroskedasticity and Changes in Regime. Journal of Econometrics, 64(1), pp.307-333

Harris, L. and Gurel, E., 1986. Price and Volume Effects Associated with Changes in the S&P 500: New Evidence for the Existence of Price Pressure. Journal of Finance, 41(4), pp.851-860

Hong, H. and Stein, J.C, 1999. A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets. The Journal of Finance, 54(6), pp.2143-2184

Ippolito, R.A., 1989. Efficiency with Costly Information: A Study of Mutual Fund Performance, 1965-1984. Quarterly Journal of Economics, 104(1), pp.1-23

Jaffe, J.F., 1974. Special Information and Inside Trading. The Journal of Busin本论文由英语论文网提供整理，提供论文代写，英语论文代写，代写论文，代写英语论文，代写留学生论文，代写英文论文，留学生论文代写相关核心关键词搜索。