Some anomalous evidence regarding market efficiency

Journal of Financial Economics

Volumn 6, Issue 2-3, 1978, Pages 95-101

  Jensen, Michael C ^a  

^a UNIVERSITY OF ROCHESTER   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0001281632     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-405X(78)90025-9     Document Type: Article

References (13)

1. Anomalies in relationships between securities' yields and yield-surrogates
2. Split information, stock returns and market efficiency
3. Dividend information, stock returns and market efficiency
4. The information content of option prices and a test of market efficiency
5. Empirical tests of boundary conditions for CBOE options
6. The market valuation of cash dividends A case to consider
7. Dividend policy growth and the valuation of shares
8. A critique of the asset pricing theory's tests; Part I: On past and potential testability of the theory
9. The information content of discounts and premiums on closed-end fund shares
10. Systematic ‘abnormal’ returns after quarterly earnings announcements