RobHayward's emh [61 articles] Export

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	The Cross-Section of Expected Stock Returns: What Have We Learnt from the Past Twenty-Five Years of Research? [My Copy] Social Science Research Network Working Paper Series (26 August 2009) by Avanidhar Subrahmanyam posted to equity emh capm by RobHayward on 2009-11-16 15:17:46 as
	Empirical exchange rate models of the seventies Do they fit out of sample? [My Copy] Journal of International Economics, Vol. 14, No. 1-2. (February 1983), pp. 3-24. by R. Meese posted to fx forecast emh by RobHayward on 2009-11-13 14:19:05 as along with 2 people jblbo mankart
	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
	Proof that properly anticipated stock prices fluctuate randomly [My Copy] Industrial Management Review, Vol. 6, No. 2. (1965) by Paul A. Samuelson posted to emh by RobHayward on 2009-09-08 11:19:31 as
	Théorie de la spéculation [My Copy] Annales scientifiques de l'École Normale Supérieure, Vol. 3, No. 17. (1900), pp. 21-86. by Louis Bachelier posted to finance emh behaviour by RobHayward on 2009-09-08 10:58:20 as
	Measuring Abnormal Performance: Do Stocks Overreact? [My Copy] Journal of Financial Economics, Vol. 31 (1992), pp. 235-268. by Navin Choproa, Josef Lakonishok, Jay R. Ritter posted to emh momentum noise sentiment by RobHayward on 2009-05-16 08:30:48 as
	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
	Trades of the Living Dead: Style Differences, Style Persistence and Performance of Currency Fund Managers [My Copy] (August 2008) by Momtchil Pojarliev, Richard M. Levich posted to emh fund fx hedge uip by RobHayward on 2008-09-26 09:42:57 as
	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
	Speculative dynamics and the role of feedback traders [My Copy] American Economic Review, Vol. 80, No. 2. (May 1990), pp. 63-69. by Lawrence H. Summers, James M. Poterba, David M. Cutler posted to behaviour emh equity momentum uip by RobHayward on 2008-08-05 11:26:36 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
	Market Efficiency, Long-Term Returns, and Behavioural Finance [My Copy] Journal of Financial Economics, Vol. 49 (1998), pp. 283-306. by Eugene F. Fama posted to behaviour emh finance by RobHayward on 2008-07-09 11:39:14 as
	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
	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
	Passive Investment Strategies and Efficient Markets [My Copy] European Financial Management, Vol. 9, No. 1. (March 2003), pp. 1-10. by B. G. Malkiel posted to behaviour emh fund portfolio by RobHayward on 2008-03-31 10:24:29 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
	The Returns to Currency Speculation [My Copy] (October 2006) by Craig Burnside, Martin Eichenbaum, Isaac Kleshchelski, Sergio Rebelo posted to emh forward fx microstructure by RobHayward on 2008-03-02 20:14:38 as
	Passive Investment Strategies and Efficent Markets [My Copy] European Financial Management, Vol. 9, No. 1. (2003), pp. 1-10. by Burton G. Malkiel posted to emh by RobHayward on 2008-03-02 19:50:08 as
	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
	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
	Do Professional Traders Exhibit Myopic Loss Aversion? An Experimental Analysis. [My Copy] Journal of Finance, Vol. LX, No. 1. (February 2005) by Michael S. Haigh, John List posted to behaviour emh finance trading by RobHayward on 2007-08-17 08:49:25 as
	A Review of the Effect of Investor Sentiment on Financial Markets: Implications for Investors [My Copy] International Journal of Management, Vol. 22, No. 4. (December 2005), pp. 708-715. by Wen-Chen Lo, Ku-Jun Lin posted to behaviour emh momentum noise by RobHayward on 2007-08-17 08:26:12 as
	Which Money is Smart? Mutual Fund Buys and Sells of Individual and Institutional Investors [My Copy] by Aneel Keswani, David Stolin posted to behaviour capm emh fund by RobHayward on 2007-08-17 08:21:44 as
	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
	Risk Taking by Mutual Funds as a Response to Incentives [My Copy] The Journal of Political Economy, Vol. 105, No. 6. (December 1997), pp. 1167-1200. by Judith Chevalier, Glenn Ellison posted to behaviour emh finance fund by RobHayward on 2007-05-24 10:44:25 as
	The Halloween Indicator, 'Sell in May and Go Away': Another Puzzle [My Copy] (July 2001) by Ben Jacobson, Sven Bouman posted to behaviour capm emh finance by RobHayward on 2007-05-17 13:38:53 as
	Mirror, Mirror, Whoe's the Best Forecaster of them All? [My Copy] by Michael F. Bryan, Lindsey Molloy posted to emh forecast markets by RobHayward on 2007-05-16 20:32:53 as
	Are Cover Stories Effective Contrarian Indicators? [My Copy] Financial Analysts Journal, Vol. 63, No. 2. (2007), pp. 70-75. by Thomas Arnold, John H. Earl, David S. North posted to behaviour emh trading by RobHayward on 2007-05-04 07:12:44 as
	The U.S. Equity Return Premium: Past, Present and Future [My Copy] (April 2007) by J. B. Delong, K. Magin posted to emh equity erp finance by RobHayward on 2007-04-13 08:58:57 as
	Investor Sentiment and Corporate Finance:Micro and Macro [My Copy] by O. A. Lamont, J. C. Stein posted to behaviour emh equity finance fm by RobHayward on 2007-04-13 08:00:25 as
	Superstar CEOs [My Copy] by Ulrike Malmendier, Geoffrey Tate posted to behaviour emh finance momentum by RobHayward on 2007-03-26 07:27:25 as
	The Interval of Observation [My Copy] (February 2007) by Ben Jacobsen, Ben Marshall, Nuttawat Visaltanachoti posted to emh by RobHayward on 2007-03-17 06:28:24 as
	Investors' Hold Sentiment Conveys a Buy Side Signal–Evidence [My Copy] by Ying Zhang, Peggy Swanson posted to emh equity finance momentum noise by RobHayward on 2007-03-11 20:21:09 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

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finance	153
fx	146
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emh	61
bank	44
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fm	32
markets	31
equity	28
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RobHayward's emh [61 articles] Export

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