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Volumn 9, Issue 1, 2003, Pages 1-10

Passive Investment Strategies and Efficient Markets

Author keywords

Efficient markets; Passive investment strategies

Indexed keywords


EID: 14544297248     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/1468-036X.00205     Document Type: Article
Times cited : (108)

References (12)
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    • Princeton, Princeton University Press
    • Cochrane, J. H., Asset Pricing (Princeton: Princeton University Press, 2001).
    • (2001) Asset Pricing
    • Cochrane, J.H.1
  • 3
    • 77957031257 scopus 로고
    • Financial decision-making in markets and firms: A behavioral perspective
    • R. Jarrow, (eds), Elsevier Science
    • DeBondt, W. F. M. And Thaler, R., ‘Financial decision-making in markets and firms: A behavioral perspective’, in R. Jarrow et al. (eds), Handbook in OR&MS, Vol. 9 (Elsevier Science, 1995).
    • (1995) Handbook in OR&MS , vol.9
    • DeBondt, W.F.M.1    Thaler, R.2
  • 4
    • 0346207692 scopus 로고    scopus 로고
    • Market efficiency, long-term returns, and behavioral finance
    • Fama, E., ‘Market efficiency, long-term returns, and behavioral finance’, Journal of Financial Economics, Vol. 49, 1998, pp. 138–206.
    • (1998) Journal of Financial Economics , vol.49 , pp. 138-206
    • Fama, E.1
  • 5
    • 77957029777 scopus 로고
    • On the predictability of common stock returns: Worldwide evidence
    • R. Jarrow, (eds), Elsevier Science
    • Hawawini, G. And Keim, D. B., ‘On the predictability of common stock returns: Worldwide evidence’, in R. Jarrow et al. (eds), Handbooks in OR&MS, Vol. 9 (Elsevier Science, 1995), pp. 497–544.
    • (1995) Handbooks in OR&MS , vol.9 , pp. 497-544
    • Hawawini, G.1    Keim, D.B.2
  • 8
    • 84993848940 scopus 로고
    • Returns from investing in equity mutual funds 1971 to 1991
    • Malkiel, B. G., ‘Returns from investing in equity mutual funds 1971 to 1991’, Journal of Finance, Vol. 50, 1995, pp. 549–72.
    • (1995) Journal of Finance , vol.50 , pp. 549-572
    • Malkiel, B.G.1
  • 9
    • 0001242340 scopus 로고    scopus 로고
    • Do investors trade too much?
    • Odean, T., ‘Do investors trade too much?’ American Economic Review, Vol. 89, 1999, pp. 1279–1298.
    • (1999) American Economic Review , vol.89 , pp. 1279-1298
    • Odean, T.1
  • 11
    • 7444250952 scopus 로고    scopus 로고
    • Anomalies and market efficiency
    • G. Constantinides, (eds), (North Holland
    • Schwert, G. W., ‘Anomalies and market efficiency’, in G. Constantinides et al. (eds) Handbook of the Economics of Finance (North Holland 2001).
    • (2001) Handbook of the Economics of Finance
    • Schwert, G.W.1
  • 12


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.