-
2
-
-
0002677397
-
Proof that properly anticipated prices fluctuate randomly
-
Samuelson P. Proof that properly anticipated prices fluctuate randomly. Ind. Manage. Rev. 6:1995;41-45.
-
(1995)
Ind. Manage. Rev.
, vol.6
, pp. 41-45
-
-
Samuelson, P.1
-
3
-
-
0000480869
-
Efficient capital markets: A review of theory and empirical work
-
Fama E.F. Efficient capital markets. a review of theory and empirical work J. Finance. 25:1970;383-417.
-
(1970)
J. Finance
, vol.25
, pp. 383-417
-
-
Fama, E.F.1
-
4
-
-
0001738730
-
An intertemporal capital asset pricing model
-
Merton R.C. An intertemporal capital asset pricing model. Econometrica. 41:1973;867-888.
-
(1973)
Econometrica
, vol.41
, pp. 867-888
-
-
Merton, R.C.1
-
5
-
-
49549135545
-
The arbitrage theory of capital asset pricing
-
Ross S.A. The arbitrage theory of capital asset pricing. J. Econ. Theory. 13:1976;341-360.
-
(1976)
J. Econ. Theory
, vol.13
, pp. 341-360
-
-
Ross, S.A.1
-
6
-
-
0000496978
-
Economic forces and the stock market
-
Chen N.-F., Roll R., Ross S.A. Economic forces and the stock market. J. Bus. 59:1986;383-403.
-
(1986)
J. Bus.
, vol.59
, pp. 383-403
-
-
Chen, N.-F.1
Roll, R.2
Ross, S.A.3
-
7
-
-
0001504360
-
The variation of certain speculative prices
-
Mandelbrot B. The variation of certain speculative prices. J. Bus. 36:1963;394-419.
-
(1963)
J. Bus.
, vol.36
, pp. 394-419
-
-
Mandelbrot, B.1
-
8
-
-
0000652415
-
The geometry of graphs and some of its algorithmic applications
-
Linial N., London E., Rabinovich Y. The geometry of graphs and some of its algorithmic applications. Combinatorica. 15:1995;215-245.
-
(1995)
Combinatorica
, vol.15
, pp. 215-245
-
-
Linial, N.1
London, E.2
Rabinovich, Y.3
-
10
-
-
0000119298
-
Hierarchical structure in financial markets
-
Mantegna R.N. Hierarchical structure in financial markets. Europ. Phys. J. B. 11:1999;193-197.
-
(1999)
Europ. Phys. J. B
, vol.11
, pp. 193-197
-
-
Mantegna, R.N.1
-
12
-
-
0038740159
-
A process-reconstruction analysis of market fluctuations
-
arXiv:cond-mat/0102301
-
R. Vilela Mendes, R. Lima, T. Araújo, A process-reconstruction analysis of market fluctuations, arXiv:cond-mat/0102301, Int. J. Theoret. Appl. Finance 5 (2002) 797-821.
-
(2002)
Int. J. Theoret. Appl. Finance
, vol.5
, pp. 797-821
-
-
Vilela Mendes, R.1
Lima, R.2
Araújo, T.3
-
13
-
-
0346207692
-
Market efficiency, long-term returns and behavioral finance
-
Fama E.F. Market efficiency, long-term returns and behavioral finance. J. Financial Econ. 49:1998;283-306.
-
(1998)
J. Financial Econ.
, vol.49
, pp. 283-306
-
-
Fama, E.F.1
-
14
-
-
77956734433
-
Human behavior and the efficiency of the financial system
-
J.B. Taylor, M. Woodford (Eds.), Elsevier, Amsterdam, (chapter 20)
-
R.J. Shiller, Human behavior and the efficiency of the financial system, in: J.B. Taylor, M. Woodford (Eds.), Handbook of Macroeconomics, Vol. 1C, Elsevier, Amsterdam, 1999 (chapter 20).
-
(1999)
Handbook of Macroeconomics
, vol.1 C
-
-
Shiller, R.J.1
|