Tag emh [40 articles] Export

Recent papers classified by the tag emh.

	Title page: patient with primary myelofibrosis--extramedullary hematopoiesis in the pelvicalyceal system and ureters. [My Copy] Ultraschall in der Medizin (Stuttgart, Germany : 1980), Vol. 30, No. 4. (August 2009), pp. 323-326. by Robert Wagner, Gabriele Käfer, Gerhard Seitz, Karlheinz Seitz posted to emh by wagrob on 2009-10-14 21:56:31 as
	The Adjustment of Stock Prices to New Information [My Copy] International Economic Review, Vol. 10, No. 1. (1969), pp. 1-21. by Eugene F. Fama, Lawrence Fisher, Michael C. Jensen, Richard Roll posted to finance emh econometrics by RobHayward on 2009-10-01 12:47:31 as along with 3 people csbliu ltzehua ChristianRauh
	Brownian Motion in the Stock Market [My Copy] Operations Research, Vol. 7, No. 2. (1959), pp. 145-173. by M. F. M. Osborne posted to emh by RobHayward on 2009-09-09 12:05:19 as
	A Behavioral Model of Rational Choice [My Copy] The Quarterly Journal of Economics, Vol. 69, No. 1. (1955), pp. 99-118. by Herbert A. Simon posted to emh behaviour by RobHayward on 2009-09-09 12:02:35 as along with 14 people and 4 groups sbarthelme di_hernandez hukkinen rrbarb braynor voiklis livingthingdan ible mits chiapet eegilbert yoav acslab n-kitajima livingthing ColDyn VivesMinions ACS
	Some Anomalous Evidence Regarding Market Efficiency [My Copy] Social Science Research Network Working Paper Series (12 August 2002) by Michael C. Jensen posted to sentiment finance emh by RobHayward on 2009-09-09 11:54:35 as
	The Behavior of Stock-Market Prices [My Copy] The Journal of Business, Vol. 38, No. 1. (1 January 1965), 34. by Eugene F. Fama posted to finance emh by RobHayward on 2009-09-09 11:21:23 as
	Efficient Capital Markets: A Review of Theory and Empirical Work [My Copy] The Journal of Finance, Vol. 25, No. 2. (1970), pp. 383-417. by Eugene F. Fama posted to emh by RobHayward on 2009-09-08 11:39:25 as along with 9 people bearxu83 xedaemen asalvadori csbliu austin987 cblock skheller kenjimyzk ChristianRauh
	Empirical properties of asset returns: stylized facts and statistical issues [My Copy] Quantitative Finance, Vol. 1, No. 2. (2001), pp. 223-236. by R. Cont posted to emh finance nonlinear tails time-series volatility by RobHayward on 2009-01-02 10:16:41 as along with 1 person pjaiprak
	On the survival of overconfident traders in a competitive securities market [My Copy] Journal of Financial Markets, Vol. 4, No. 1. (January 2001), pp. 73-84. by David Hirshleifer, Guo Y. Luo posted to behaviour bubble emh information momentum risk by RobHayward on 2008-08-13 20:14:19 as
	Does the Stock Market Overreact? [My Copy] The Journal of Finance, Vol. 40, No. 3. (1985), pp. 793-805. by Werner F. M. De Bondt, Richard Thaler posted to behaviour bubble emh equity momentum by RobHayward on 2008-08-06 10:05:55 as
	Noise Trader Risk in Financial Markets [My Copy] The Journal of Political Economy, Vol. 98, No. 4. (1990), pp. 703-738. by Bradford J. Delong, Andrei Shleifer, Lawrence H. Summers, Robert J. Waldmann posted to behaviour emh expectations finance microstructure momentum noise by RobHayward on 2008-07-30 10:54:25 as along with 1 person toomash
	Simple Technical Trading Rules and the Stochastic Properties of Stock Returns [My Copy] The Journal of Finance, Vol. 47, No. 5. (1992), pp. 1731-1764. by William Brock, Josef Lakonishok, Blake Lebaron posted to emh finance trading by RobHayward on 2008-06-30 12:12:15 as along with 3 people amatos gi0rgi0ne kklo
	Revisiting the home bias puzzle: Downside equity risk [My Copy] Journal of International Money and Finance, Vol. 26, No. 7. (November 2007), pp. 1239-1260. by Rachel A. Campbell, Roman Kräussl posted to capm emh finance risk by RobHayward on 2008-06-23 07:13:55 as
	Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? [My Copy] Social Science Research Network Working Paper Series (August 1981) by Robert J. Shiller, Nber posted to depaper emh by skheller on 2008-05-25 20:19:05 as
	Fluctuations and response in financial markets: the subtle nature of `random' price changes [My Copy] (25 Aug 2003) by Jean-Philippe Bouchaud, Yuval Gefen, Marc Potters, Matthieu Wyart posted to depaper emh by skheller on 2008-05-25 15:45:47 as along with 1 person eGiere
	Market efficiency, long-term returns, and behavioral finance [My Copy] Journal of Financial Economics, Vol. 49, No. 3. (1 September 1998), pp. 283-306. by Eugene F. Fama posted to behaviour emh finance by RobHayward on 2008-04-08 10:01:49 as along with 5 people and 1 group cosy syoyo gabriellgm Westerkamp ChristianRauh EntrepreneurialRisks
	Efficient Capital Markets: II [My Copy] The Journal of Finance, Vol. 46, No. 5. (1991), pp. 1575-1617. by Eugene F. Fama posted to emh financial-markets da-hypotheses by ChristianRauh on 2008-03-30 11:47:56 as
	Investor Psychology and Asset Pricing [My Copy] The Journal of Finance, Vol. 56, No. 4. (2001), pp. 1533-1597. by David Hirshleifer posted to behaviour emh equity by RobHayward on 2008-03-29 07:31:14 as along with 2 people delicioussakura Oliver
	Contrarian and momentum profitability revisited: Evidence from the London Stock Exchange 1964-2005 [My Copy] Journal of Multinational Financial Management, Vol. 17, No. 5. (December 2007), pp. 432-447. by Emilios C. Galariotis, Phil Holmes, Xiaodong S. Ma posted to behaviour emh microstructure momentum by RobHayward on 2007-11-08 12:34:54 as
	Failure of Genetic-Programming Induced Trading Strategies: Distinguishing between Efficient Markets and Inefficient Algorithms [My Copy] Computational Intelligence in Economics and Finance (2007), pp. 169-182. by Shu-Heng Chen, Nicolas Navet posted to cf emh ga by chaikorn on 2007-10-11 16:20:56 as along with 1 person Scis0000002
	Measuring the Effects of Regulation with Stock Price Data [My Copy] The RAND Journal of Economics, Vol. 16, No. 2. (1985), pp. 167-183. by John J. Binder posted to da-methods emh event-study financial-markets regulation by ChristianRauh on 2007-09-25 15:17:56 as
	The Behavior of Stock-Market Prices [My Copy] The Journal of Business, Vol. 38, No. 1. (1965), pp. 34-105. by Eugene F. Fama posted to emh event-study da-hypotheses da-methods by ChristianRauh on 2007-08-17 10:27:36 as along with 2 people csbliu austin987
	Measuring security price performance [My Copy] Journal of Financial Economics, Vol. 8, No. 3. (September 1980), pp. 205-258. by Stephen J. Brown, Jerold B. Warner posted to capm econometrics emh by RobHayward on 2007-08-17 09:13:25 as along with 2 people jchau ChristianRauh
	An Asset Allocation Puzzle [My Copy] The American Economic Review, Vol. 87, No. 1. (1997), pp. 181-191. by Niko Canner, Gregory N. Mankiw, David N. Weil posted to capm emh equity finance by RobHayward on 2007-08-17 08:04:02 as
	Arbitrage and the Expectations Hypothesis [My Copy] The Journal of Finance, Vol. 55, No. 2. (2000), pp. 989-994. by Francis A. Longstaff posted to bond emh yield by RobHayward on 2007-08-06 13:32:29 as
	On the determinants of portfolio choice [My Copy] Journal of Economic Behavior & Organization, Vol. In Press, Corrected Proof by Bart Frijns, Esther Koellen, Thorsten Lehnert posted to behaviour capm emh portfolio by RobHayward on 2006-12-03 08:43:17 as
	Disagreement, tastes, and asset prices [My Copy] Journal of Financial Economics, Vol. In Press, Corrected Proof by Eugene F. Fama, Kenneth R. French posted to capm emh finance by RobHayward on 2006-12-01 08:46:50 as
	Are stock prices too volatile to be justified by the dividend discount model? [My Copy] Physica A: Statistical and Theoretical Physics, Vol. In Press, Uncorrected Proof by Levent Akdeniz, Aslihan A. Salih, Suleyman T. Ok posted to emh finance volatility by RobHayward on 2006-12-01 08:46:01 as
	Is the CRISMA technical trading system profitable? [My Copy] Global Finance Journal, Vol. 17, No. 2. (December 2006), pp. 271-281. by Ben R. Marshall, Jared M. Cahan, Rochester H. Cahan posted to emh trading by RobHayward on 2006-12-01 08:40:41 as
	Predicting stock returns [My Copy] Journal of Financial Economics, Vol. 82, No. 2. (November 2006), pp. 387-415. by Doron Avramov, Tarun Chordia posted to emh finance trading by RobHayward on 2006-11-07 15:19:06 as
	Quantifying cognitive biases in analyst earnings forecasts [My Copy] Journal of Financial Markets, Vol. 9, No. 4. (November 2006), pp. 333-365. by Geoffrey Friesen, Paul A. Weller posted to behaviour emh finance fm by RobHayward on 2006-11-07 08:21:35 as
	Do asset prices reflect fundamentals? Freshly squeezed evidence from the OJ market [My Copy] Journal of Financial Economics, Vol. In Press, Corrected Proof by Jacob Boudoukh, Matthew Richardson, Yuqing Shen, Robert F. Whitelaw posted to behaviour emh momentum by RobHayward on 2006-10-11 08:21:28 as
	Global stock market reactions to scheduled U.S. macroeconomic news announcements [My Copy] Global Finance Journal, Vol. 17, No. 1. (September 2006), pp. 92-104. by Jussi Nikkinen, Mohammed Omran, Petri Sahlstrom, Janne Aijo posted to emh equity expectations finance information by RobHayward on 2006-09-29 17:29:09 as
	Macroeconomic announcements and asymmetric volatility in bond returns [My Copy] Journal of Banking & Finance, Vol. 30, No. 10. (October 2006), pp. 2659-2680. by Peter de Goeij, Wessel Marquering posted to emh expectations finance volatility by RobHayward on 2006-08-26 19:35:59 as
	Market states and international momentum strategies [My Copy] The Quarterly Review of Economics and Finance In Real and Financial Aspects of Financial Integration - Papers drawn from the 3rd INFINITI conference on International Financial Integration, held at the Institute for International Integration Studies, Trinity College, Dublin, June 2005, Vol. 46, No. 3. (July 2006), pp. 437-446. by Dayong Huang posted to behaviour emh finance momentum by RobHayward on 2006-08-10 17:25:53 as
	Efficient tests of stock return predictability [My Copy] Journal of Financial Economics, Vol. 81, No. 1. (July 2006), pp. 27-60. by John Y. Campbell, Motohiro Yogo posted to econometrics emh finance by RobHayward on 2006-08-07 07:15:05 as
	The impact of experience on risk taking, overconfidence, and herding of fund managers: Complementary survey evidence [My Copy] European Economic Review, Vol. 50, No. 7. (October 2006), pp. 1753-1766. by Lukas Menkhoff, Ulrich Schmidt, Torsten Brozynski posted to behaviour emh momentum by RobHayward on 2006-08-07 07:13:34 as
	Feedback and the success of irrational investors [My Copy] Journal of Financial Economics, Vol. 81, No. 2. (August 2006), pp. 311-338. by David Hirshleifer, Avanidhar Subrahmanyam, Sheridan Titman posted to behaviour emh finance momentum by RobHayward on 2006-07-28 10:02:44 as along with 1 person delicioussakura
	Asymmetric risk premium in value and growth stocks [My Copy] International Review of Financial Analysis, Vol. 15, No. 3. (2006), pp. 237-246. by Angela J. Black, David G. Mcmillan posted to behaviour emh finance momentum by RobHayward on 2006-07-04 14:46:20 as
	Cross-sectional forecasts of the equity premium [My Copy] Journal of Financial Economics, Vol. 81, No. 1. (July 2006), pp. 101-141. by Christopher Polk, Samuel Thompson, Tuomo Vuolteenaho posted to emh equity by RobHayward on 2006-06-20 06:46:01 as

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finance	19
behaviour	14
momentum	9
capm	5
da-hypotheses	5
da-methods	5
equity	5
event-study	4
econometrics	3
expectations	3
financial-markets	3
trading	3
volatility	3
bubble	2
depaper	2
information	2
microstructure	2
risk	2
bond	1
cf	1
fm	1
ga	1
noise	1
nonlinear	1
portfolio	1
regulation	1
sentiment	1
tails	1
time-series	1
yield	1

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