The construction of the canonical history of financial economics

History of Political Economy

Volumn 40, Issue 2, 2008, Pages 213-242

  Jovanovic, Franck ^a  

^a Tel e University of Quebec   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 44849139431     PISSN: 00182702     EISSN: None     Source Type: Journal    
DOI: 10.1215/00182702-2008-001     Document Type: Article

References (97)

1. Alexander, Sidney S. 1961. Price Movements in Speculative Markets: Trends or Random Walk. Industrial Management Review 2:7-26.
2. Archer, Stephen H. 1968. Introduction. Journal of Financial and Quantitative Analysis 3.3:231-33.
3. Beals, Ralph E. 1966. The Random Character of Stock Market Prices: A Book Review. Journal of Political Economy 74.2:219.
4. Bernstein, Peter L. 1992. Capital Ideas: The Improbable Origins of Modern Wall Street. New York: Free Press.
5. Bourdieu, Pierre. 1975. La spécificité du champ scientifique et les conditions sociales du progrès de la raison. Sociologie et sociétés 7.1:91-118.
6. Bourdieu, Pierre. 2004. Science of Science and Reflexivity. Cambridge: Polity.
7. Cairns, W. D. 1923. Seventh Annual Meeting of the Mathematical Association of America. American Mathematical Monthly 30.3:87-104.
8. Chaumont, Loïc, Laurent Mazliak, and Marc Yor. 2004. Quelques aspects de l'œuvre probabiliste. In L'héritage de Kolmogorov en mathématiques, edited by Eric Charpentier, Annick Lesne, and Nicolaï Nikolski. Paris: Belin.
9. Cootner, Paul H. 1960. Returns to Speculators: Telser versus Keynes. Journal of Political Economy 68.4:396-404.
10. Cootner, Paul H. 1962. Stock Prices: Random vs. Systematic Changes. Industrial Management Review 3.2:24-45.
11. Cootner, Paul H, ed. 1964. The Random Character of Stock Market Prices. Cambridge: M.I.T. Press.
12. Cowles, Alfred. 1933. Can Stock Market Forecasters Forecast? Econometrica 1.3:309-24.
13. Cowles, Alfred. 1944. Stock Market Forecasting. Econometrica 12.3-4:206-14.
14. Cowles, Alfred. 1960. A Revision of Previous Conclusions regarding Stock Price Behavior. Econometrica 28.4:909-15.
15. Cowles, Alfred, and Herbert E. Jones. 1937. Some A Posteriori Probabilities in Stock Market Action. Econometrica 5.3:280-94.
16. Dimand, Robert W. 2007. Irving Fisher and Financial Economics: The Equity Premium Puzzle, the Predictability of Stock Prices, and Intertemporal Allocation under Risk. Journal of the History of Economic Thought 29.2:153-66.
17. Dimson, Elroy, and Massoud Mussavian. 1999. Three Centuries of Asset Pricing. Journal of Bank!rig & Finance 23.12:1745-69.
18. Dimson, Elroy, and Massoud Mussavian. 2000. Market Efficiency. In vol. 3 of The Current State of Business Disciplines, edited by Bhagwan Shri Dahiya, 959-70. Rohtak, India: Spellbound.
19. Fama, Eugene F. 1965a. The Behavior of Stock-Market Prices. Journal of Business 38.1:34-105.
20. Fama, Eugene F. 1965b. Random Walks in Stock-Market Prices. Financial Analysts Journal 21.5:55-59.
21. Fama, Eugene F. 1970. Efficient Capital Markets: A Review of Theory and Empirical Work. Journal of Finance 25.2:383-417.
22. Fama, Eugene F., and Marshall E. Blume. 1966. Filter Rules and Stock-Market Trading. Journal of Business 39.1, pt. 2: Supplement on Security Prices, 226-41.
23. Fama, Eugene F., and Merton H. Miller. 1972. The Theory of Finance. New York: Holt.
24. Fredrikson, E. Bruce. 1965. Frontiers of Investment Analysis. Scranton, Penn.: International Textbook Co.
25. Fredrikson, E. Bruce. 1971. Frontiers of Investment Analysis. Scranton, Penn.: Intext Educational Publishers.
26. Granger, Clive W. J. 1965. The Random Character of Stock Market Prices: A Book Review. Journal of the Royal Statistical Society, ser. A, 128.3:447-49.
27. Granger, Clive W. J. 1970. What the Random Walk Model Does Not Say. Financial Analysts Journal 26.3:91-93.
28. Hagin, Robert, and Chris Mader. 1973. What Today's Investor Should Know about the New Science of Investing. Homewood, III.: Dow Jones-Irwin.
29. Hoffland, D. L. 1967. The Folklore of Wall Street. Financial Analysts Journal 23.3:85-88.
30. Houthakker, Hendrik S. 1953. Discussion on Professor Kendall's Paper, The Analysis of Economic Time-Series. Journal of the Royal Statistical Society 116.25-34.
31. Houthakker, Hendrik S. 1957. Can Speculators Forecast Prices? Review of Economic Statistics 39.2:143-51.
32. Houthakker, Hendrik S. 1961. Systematic and Random Elements in Short-Term Price Movements. American Economic Review 51.2:164-72.
33. Houthakker, Hendrik S., and Peter J. Williamson. 1996. The Economics of Financial Markets. New York: Oxford University Press.
34. Jean, William H. 1970. The Analytical Theory of Finance: A Study of the Investment Decision Process of the Individual and the Firm. New York: Holt, Rinehart.
35. Jensen, Michael C. 1967. Random Walks: Reality or Myth? Comment. Financial Analysts Journal 23.6:77-85.
36. Jovanovic, Franck. 2002. Le modèle de marche aléatoire dans la théorie financière quantitative. PhD diss., Université Paris 1, Panthéon-Sorbonne.
37. Jovanovic, Franck. 2003a. Le modèle de marche aléatoire dans l'économie financière de 1863 à 1976. Working paper.
38. Jovanovic, Franck. 2003b. Why Does the History of Financial Quantitative Theory Have to Be Rebuilt? Working paper presented at the thirty-fourth annual meeting of the History of Economics Society.
39. Jovanovic, Franck. 2004. The Construction of Financial Economics: A Sociological and Historical Analysis. Working paper.
40. Jovanovic, Franck. 2006. A Nineteenth-Century Random Walk: Jules Regnault and the Origins of Scientific Financial Economics. In Pioneers of Financial Economics, edited by Geoffrey Poitras, 191-222. Cheltenham: Edward Elgar.
41. Jovanovic, Franck. 2007. The CAPM, the Modigliani-Miller Theorems, and the Rise of Modern Finance. In 20th Century Pioneers of Financial Economics, edited by Geoffrey Poitras and Franck Jovanovic, 157-69. Cheltenham: Edward Elgar.
42. Jovanovic, Franck, and Philippe Le Gall. 2001. Does God Practice a Random Walk? The "Financial Physics" of a 19th Century Forerunner, Jules Regnault. European Journal of the History of Economic Thought 8.3:323-62.
43. Kassouf, Sheen T. 1968. Stock Price Random Walks: Some Supporting Evidence. Review of Economic Statistics 50.2:275-78.
44. Kendall, Maurice George. 1953. The Analysis of Economic Time-Series. Pt. 1: Prices. Journal of the Royal Statistical Society 116:11-25.
45. King, Benjamin. 1965. The Random Character of Stock Market Prices: A Book Review. Journal of Finance 20.3:547-48.
46. Kruizenga, Richard J. 1956. Put and Call Options: A Theoretical and Market Analysis. PhD diss., MIT.
47. LeRoy, Stephen F. 1989. Efficient Capital Markets and Martingales. Journal of Economic Literature 27.4:1583-1621.
48. Levy, Robert A. 1967. Random Walks: Reality or Myth? Financial Analysts Journal 23.6:69-77.
49. Levy, Robert A. 1968. Random Walks: Reality or Myth? Reply. Financial Analysts Journal 24.1:129-32.
50. Lorie, James Hirsch. 1965. Controversies on the Stock Market. Selected Papers no. 20, Graduate School of Business of the University of Chicago.
51. Lorie, James Hirsch, and Richard A. Brealey. 1972. Modern Developments in Investment Management: A Book of Readings. New York: Praeger.
52. Lorie, James Hirsch, and Mary T. Hamilton. 1973. The Stock Market: Theories and Evidence. Homewood, III.: Irwin.
53. Mandelbrot, Benoit. 1966. Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models. Journal of Business 39.1, pt. 2: 242-55.
54. Mao, James C. T. 1969. Quantitative Analysis of Financial Decisions. [New York]: Macmillan.
55. Markowitz, Harry M. 1952. Portfolio Selection. Journal of Finance 7.1:77-91.
56. Markowitz, Harry M. 1959. Portfolio Selection: Efficient Diversification of Investments. New York: Wiley.
57. Markowitz, Harry M. 1965. The Random Character of Stock Market Prices: A Book Review. Journal of the American Statistical Association 60.309:381.
58. Mazliak, Laurent. 2003. Andrei Nikolaievitch Kolmogorov (1903-1987): Un aperçu de l'homme et de l'œuvre probabiliste. Working paper.
59. Mehrling, Perry. 2005. Fischer Black and the Revolutionary Idea of Finance. Hoboken: John Wiley & Sons.
60. Mellon, W. Giles. 1964. On the Use of Time Series Analysis for Financial Prediction. Journal of Finance 19.2, pt. 1: 170-85.
61. Merton, Robert C. 1998. Applications of Option-Pricing Theory: Twenty-Five Years Later. American Economic Review 88.3:323-49.
62. Metropolis, N., J. Howlett, and G.-C. Rota, eds. 1980. A History of Computing in the Twentieth Century: A Collection of Essays. New York: Academic Press.
63. Mirowski, Philip. 1989. The Measurement without Theory Controversy. Oeconomia 11.65-87.
64. Moore, Arnold B. 19152. A Statistical Analysis of Common-Stock Prices. PhD diss., University of Chicago.
65. Moore, Basil J. 1968. An Introduction to the Theory of Finance: Assetholder Behavior under Uncertainty. New York: Free Press.
66. Niederhoffer, Victor. 1965. Clustering of Stock Prices. Operations Research 13.2:258-65.
67. Niederhoffer, Victor. 1997. The Education of a Speculator. New York: John Wiley & Sons.
68. Niederhoffer, Victor, and M. F. M. Osborne. 1966. Market Making and Reversal on the Stock Exchange. Journal of the American Statistical Association 61.316:897-916.
69. Osborne, M. F. M. 1959a. Brownian Motion in the Stock Market. Operations Research 7.2:145-173
70. Osborne, M. F. M. 1959b. Reply to "Comments on 'Brownian Motion in the Stock Market.'" Operations Research 7.6:807-11.
71. Osborne, M. F. M. 1962. Periodic Structure in the Brownian Motion of Stock Prices. Operations Research 10.3:345-79.
72. Prais, S. J. 1953. Discussion on Professor Kendall's Paper, The Analysis of Economic Time-Series. Pt. 1: Prices. Journal of the Royal Statistical Society 116.25-34.
73. Roberts, Harry V. 1959. Stock-Market "Patterns" and Financial Analysis: Methodological Suggestions. 0Journal of Finance 14.1:1-10.
74. Rosett, Richard N. 1968. The Random Character of Stock Market Prices: A Book Review. Econometrica 36.1:191-92.
75. Roy, A. D. 1952. Safety First and the Holding of Assets. Econometrica 20.3:431-49.
76. Rubinstein, Mark. 2003. Great Moments in Financial Economics: II. Modigliani-Miller Theorem. Journal of Investment Management 1.2:7-13
77. Samuelson, Paul A. 1965a. Proof That Properly Anticipated Prices Fluctuate Randomly. Industrial Management Review 6.2:41-49.
78. Samuelson, Paul A. 1965b. Rational Theory of Warrant Pricing. IndustriaI Management Review 6.2:13-40.
79. Samuelson, Paul A. 1982. Paul Cootner's Reconciliation of Economic Law with Chance. In Financial Economics: Essays in Honor of Paul Cootner, edited by William F. Sharpe and Cathryn M. Cootner. Englewood Cliffs, N.J.: Prentice-Hall.
80. Scholes, Myron S. 1998. Derivatives in a Dynamic Environment. American Economic Review 88.3:350-70.
81. Shelton, John P. 1967. The Value Line Contest: A Test of Predictability of Stock-Price Changes. Journal of Business 40.3:251-69.
82. Steiger, William Lee. 1963. Non-randomness in the Stock Market: A New Test on an Existent Hypothesis. M.S. thesis, Massachusetts Institute of Technology School of Industrial Management.
83. Taqqu, Murad S. 2001. Bachelier and His Times: A Conversation with Bernard Bru, Finance and Stochastics 5.1:3-32.
84. Theil, Henri, and C. T. Leenders. 1965. Tomorrow on the Amsterdam Stock Exchange. Journal of Business 38.3:277-84.
85. Van Home, J. C., and George G. C. Parker. 1968. Technical Trading Rules: A Comment. Financial Analysts Journal 24.4:128-32.
86. Wallich, H. C. 1968. What Does the Random Walk Hypothesis Mean to Security Analysts? Financial Analysts Journal 24.2:159-62.
87. Walter, Christian. 1996. Une histoire du concept d'efficience sur les marchés financiers. Annales HSS 51.4:873-905.
88. Walter, Christian. 2002. From Bachelier's Dissertation to Portfolio Management Industry: One Aspect of the Bachelier Heritage in Finance. In Louis Bachelier, aux origines de la finance mathématique, edited by Jean-Michel Courtault and Youri Kabanov, 111-64. Besançon: Presses Universitaires de Franche Comté.
89. Weintraub, Robert E. 1963. On Speculative Prices and Random Walks[:] A Denial. Journal of Finance 18.1:59-66.
90. Weiss, Herbert K. 1966. The Random Character of Stock Market Prices: A Book Review. Operations Research 14.5:962-65.
91. Whelan, S. F., D. C. Bowie, and A. J. Hibbert. 2002. A Primer in Financial Economics. British Actuarial Journal 8.1:27-74.
92. Working, Holbrook. 1934. A Random-Difference Series for Use in the Analysis of Time Series. Journal of the American Statistical Association 29:11-24.
93. Working, Holbrook. 1956. New Ideas and Methods for Price Research. Journal of Farm Economics 38:1427-36.
94. Working, Holbrook. 1958. A Theory of Anticipatory Prices. American Economic Review 48.2:188-99.
95. Working, Holbrook. 1960. Note on the Correlation of First Differences of Averages in a Random-Chain. Econometrica 28.4:916-18.
96. Working, Holbrook. 1961. New Concepts concerning Futures Markets and Prices. American Economic Review 51.2:160-63.
97. Wu, Hsiu-Kwang, and Alan J. Zakon. 1965. Elements of Investments. New York: Holt.