RobHayward's emh [59 articles] Export

Recent papers added to RobHayward's library classified by the tag emh. You can also see everyone's emh.

	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
	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

Note: You may cite this page as: http://www.citeulike.org/user/RobHayward/tag/emh

Result page: 1 2 Next

finance	153
fx	145
behaviour	111
emh	59
bank	44
flow	39
bop	38
momentum	38
econometrics	34
microstructure	34
capm	33
fm	32
markets	31
sentiment	28
volatility	28
equity	27
economics	25
risk	25
agency	23
information	23
uip	23
bubble	20
development	18
hedge	18
trading	18
noise	17
governance	16
globalisation	14
options	14
business	13
derivative	13
reserves	13
expectations	12
garch	11
money	11
option	11
smile	11
open-economy	10
portfolio	10
liquidity	9
bond	8
emu	8
forecast	8
fund	8
credit	7
firm	7
innovation	7
time-series	7
capital	6
macro	6
beta	5
china	5
ppp	5
regulation	5
tails	5
commodities	4
forward	4
lop	4
nonlinear	4
oca	4
pension	4
sme	4
sudden-stops	4
demographics	3
education	3
exchange	3
game	3
growth	3
hege	3
history	3
interest	3
intervention	3
merger	3
rates	3
stops	3
technology	3
var	3
yield	3
bayesian	2
bootstrap	2
cds	2
data	2
erp	2
fcf	2
fdi	2
house	2
imf	2
inequality	2
inflation	2
lesiure	2
nfa	2
outsourcing	2
overconfidence	2
private	2
saving	2
survey	2
trade	2
welfare	2
biography	1
cdo	1
experiment	1
general	1
index	1
influence	1
ipo	1
japan	1
kalman	1
labour	1
news	1
politics	1
property	1
psychology	1
resources	1
sport	1
theory	1
vol	1
work	1

RobHayward's emh [59 articles] Export

RobHayward's tags