메뉴 건너뛰기




Volumn 32, Issue 3, 1997, Pages 501-525

Do investors learn? Evidence from a gold market anomaly

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0012120424     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/j.1540-6288.1997.tb00436.x     Document Type: Article
Times cited : (11)

References (26)
  • 4
    • 0001866008 scopus 로고
    • Bubbles, Rational Expectations, and Financial Markets
    • PaulWachtel, Lexington Books
    • Blanchard, Oliver J., and Mark W. Watson., Bubbles, Rational Expectations, and Financial Markets.“InCrises in the Economic and Financial Structure, edited byPaulWachtel. Lexington. Mass.: Lexington Books, 1982.
    • (1982) Crises in the Economic and Financial Structure
    • Blanchard, O.J.1    Watson, M.W.2
  • 6
    • 84987553943 scopus 로고
    • Do Gold Market Returns Have Long Memory?
    • May
    • Cheung, Yin-Wong., and Kon S. Lai., Do Gold Market Returns Have Long Memory? The Financial Review 28(May 1993): 181-202.
    • (1993) The Financial Review , vol.28 , pp. 181-202
    • Cheung, Y.-W.1    Lai, K.S.2
  • 7
    • 84936823605 scopus 로고
    • Permanent and Temporary Components of Stocks Prices
    • April
    • Fama, Eugene F., and Kenneth R. French., Permanent and Temporary Components of Stocks Prices. Journal of Political Economy 96(April 1988): 246-273.
    • (1988) Journal of Political Economy , vol.96 , pp. 246-273
    • Fama, E.F.1    French, K.R.2
  • 8
    • 34250890715 scopus 로고
    • Business Conditions and Expected Returns on Stocks and Bonds
    • November
    • Fama, Eugene F., and Kenneth R. French., Business Conditions and Expected Returns on Stocks and Bonds. Journal of Financial Economics 25(November 1989): 23-49.
    • (1989) Journal of Financial Economics , vol.25 , pp. 23-49
    • Fama, E.F.1    French, K.R.2
  • 9
    • 0002949353 scopus 로고
    • A Comparison of Inflation Forecasts
    • May
    • Fama, Eugene F., and Michael R. Gibbons., A Comparison of Inflation Forecasts. Journal of Monetary Economics 13(May 1984): 327-348.
    • (1984) Journal of Monetary Economics , vol.13 , pp. 327-348
    • Fama, E.F.1    Gibbons, M.R.2
  • 10
    • 0000334056 scopus 로고
    • Day of the Week Effects and Asset Returns
    • October
    • Gibbons, Michael R., and Patrick J. Hess., Day of the Week Effects and Asset Returns. Journal of Business 54(October 1981): 579-596.
    • (1981) Journal of Business , vol.54 , pp. 579-596
    • Gibbons, M.R.1    Hess, P.J.2
  • 11
    • 0012160393 scopus 로고
    • Empirical Tests of Boundary Conditions for Toronto Stock Exchange Options
    • June
    • Halpern, Paul J., and Stuart M. Turnbull., Empirical Tests of Boundary Conditions for Toronto Stock Exchange Options. Journal of Finance 40(June 1985): 481-500.
    • (1985) Journal of Finance , vol.40 , pp. 481-500
    • Halpern, P.J.1    Turnbull, S.M.2
  • 13
    • 84972490741 scopus 로고
    • Selection Models and the File Drawer Problem
    • February
    • Iyengar, Satish., and Joel Greenhouse., Selection Models and the File Drawer Problem. Statistical Science 3(February 1988): 109-135.
    • (1988) Statistical Science , vol.3 , pp. 109-135
    • Iyengar, S.1    Greenhouse, J.2
  • 14
    • 0012639601 scopus 로고
    • Gold and Gold Stocks as Investments for Institutional Portfolios
    • MarchApril
    • Jaffe, Jeffrey F., Gold and Gold Stocks as Investments for Institutional Portfolios. Financial Analysts Journal 45(MarchApril 1989): 53-59.
    • (1989) Financial Analysts Journal , vol.45 , pp. 53-59
    • Jaffe, J.F.1
  • 16
    • 0002484986 scopus 로고
    • Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test
    • Spring
    • Lo, Andrew W., and A. Craig MacKinlay., Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test. The Review of Financial Studies 1(Spring 1988): 41-66.
    • (1988) The Review of Financial Studies , vol.1 , pp. 41-66
    • Lo, A.W.1    Craig MacKinlay, A.2
  • 21
    • 0012192694 scopus 로고
    • Assimilating Earnings and Split Information: Is the Capital Market becoming more Efficient?
    • September
    • Nichols, William D., and Stuart L. Brown., Assimilating Earnings and Split Information: Is the Capital Market becoming more Efficient? Journal of Financial Economics 9(September 1981): 309-315.
    • (1981) Journal of Financial Economics , vol.9 , pp. 309-315
    • Nichols, W.D.1    Brown, S.L.2
  • 22
    • 0002158052 scopus 로고
    • Mean Reversion in Stock Prices: Evidence and Implications
    • October
    • Poterba, James M., and Lawrence H. Summers., Mean Reversion in Stock Prices: Evidence and Implications. Journal of Financial Economics 22(October 1988): 27-59.
    • (1988) Journal of Financial Economics , vol.22 , pp. 27-59
    • Poterba, J.M.1    Summers, L.H.2
  • 23
    • 0000881544 scopus 로고
    • On the Efficiency of the Markets for Gold and Silver
    • July
    • Solt, Michael E., and Paul J. Swanson., On the Efficiency of the Markets for Gold and Silver. Journal of Business 54(July 1981): 453-478.
    • (1981) Journal of Business , vol.54 , pp. 453-478
    • Solt, M.E.1    Swanson, P.J.2
  • 25
    • 0000779241 scopus 로고
    • Efficiency in the Gold Market: A Note
    • December
    • Tschoegl, Adrian E., Efficiency in the Gold Market: A Note. Journal of Banking and Finance 4(December 1980): 371-379.
    • (1980) Journal of Banking and Finance , vol.4 , pp. 371-379
    • Tschoegl, A.E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.