Noise

The Journal of Finance

Volumn 41, Issue 3, 1986, Pages 529-543

  BLACK, FISCHER ^a  

^a NONE

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Indexed keywords

EID: 84896515917     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1986.tb04513.x     Document Type: Article

References (65)

1. “A Noisy Rational Expectations Equilibrium for Multi‐Asset Securities Markets.”
2. “Risk Perception in Psychology and Economics.”
3. “The Relationship between Earnings' Yield, Market Value and Return for NYSE Common Stocks: Further Evidence.”
4. “Irreversibility, Uncertainty, and Cyclical Investment.”
5. “Real Wages over the Business Cycle: Evidence from Panel Data.”
6. “Banking and Interest Rates in a World Without Money: The Effects of Uncontrolled Banking.”
7. “Active and Passive Monetary Policy in a Neoclassical Model.”
8. “Uniqueness of the Price Level in Monetary Growth Models with Rational Expectations.”
9. “The Dividend Puzzle.”
10. “The Ins and Outs of Foreign Investment.”
11. “The Magic in Earnings: Economic Earnings Versus Accounting Earnings.”
12. “The ABCs of Business Cycles.”
13. “The Trouble with Econometric Models.”
14. “The Money Supply Announcements Puzzle: Review and Interpretation.”
15. “Purchasing Power Parity Did Not Collapse During the 1970's.”
16. “Does the Stock Market Overreact?”
17. “Information Aggregation in Noisy Rational Expectations Economy.”
18. “Human Capital and Capital Market Equilibrium.”
19. “Market ‘Efficiency’ in a Market with Heterogeneous Information.”
20. “Market Power in a Securities Market with Endogenous Information.”
21. “Further Results on the Informational Efficiency of Competitive Stock Markets.”
22. “On the Impossibility of Informationally Efficient Markets.”
23. “Sufficient and Necessary Conditions for Information to have Social Value in Pure Exchange.”
24. “Optimal Speculation Against an Efficient Market.”
25. “Prospect Theory: An Analysis of Decision Under Risk.”
26. “Predictable Events and Excess Returns: The Case of Dividend Announcements.”
27. “Money, Credit, and Prices in a Real Business Cycle.”
28. “Market Structure, Information, Futures Markets, and Price Formation.”
29. “Continuous Auctions and Insider Trading.”
30. “On the Welfare Analysis of Rational Expectations Equilibria with Asymmetric Information.”
31. “Let's Take the Con Out of Econometrics.”
32. “Sectoral Shifts and Cyclical Unemployment.”
33. “Real Business Cycles.”
34. “Small Menu Costs and Large Business Cycles.”
35. “The Rhetoric of Economics.”
36. “Optimum Consumption and Portfolio Rules in a Continuous‐Time Model.”
37. “On Estimating the Expected Return on the Market: An Exploratory Investigation.”
38. “Information, Trade and Common Knowledge.”
39. “The Capital Structure Puzzle.”
40. “Volatility Increases Subsequent to Stock Splits: An Empirical Aberration.”
41. “Security Market Efficiency in an Arrow‐Debreu Economy.”
42. “The Relevance of Quasi Rationality in Competitive Markets.”
43. “Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?”
44. “Stock Prices and Social Dynamics.”
45. “Do Demand Curves for Stocks Slope Down?”
46. “Do We Really Know That Financial Markets are Efficient?”
47. “On the Possibility of Speculation under Rational Expectations.”
48. “The Framing of Decisions and the Psychology of Choice.”
49. “Recent Work on Business Cycles in Historical Perspective: A Review of Theories and Evidence.”