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Market Efficiency, Long-Term Returns, and Behavioral Finance

by Eugene F. Fama , 1998
"... Market efficiency survives the challenge from the literature on long-term return anomalies. Consistent with the market efficiency hypothesis that the anomalies are chance results, apparent overreaction to information is about as common as underreaction, and post-event continuation of pre-event abnor ..."
Abstract - Cited by 787 (6 self) - Add to MetaCart
Market efficiency survives the challenge from the literature on long-term return anomalies. Consistent with the market efficiency hypothesis that the anomalies are chance results, apparent overreaction to information is about as common as underreaction, and post-event continuation of pre

Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

by Narasimhan Jegadeesh, Sheridan Titman , 1993
"... ..."
Abstract - Cited by 1524 (21 self) - Add to MetaCart
Abstract not found

On the impossibility of informationally efficient markets

by Sanford J. Grossman, Joseph E. Stiglitz - AMERICAN ECONOMIC REVIEW , 1980
"... ..."
Abstract - Cited by 717 (3 self) - Add to MetaCart
Abstract not found

Market Diversity And Market Efficiency: . . .

by Chia-hsuan Yeh, Shu-heng Chen - AISB JOURNAL 1(1) , 2001
"... The relation between market diversity and market efficiency has been studied. Economic ..."
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The relation between market diversity and market efficiency has been studied. Economic

and Market Efficiency by

by Efi Gildor, Andrei Shleifer, Efi Gildor, Andrei Shleifer, Efi Gildor, Andrei Shleifer , 2001
"... This paper can be downloaded without charge from the: ..."
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This paper can be downloaded without charge from the:

Insiders’ profits, costs of trading, and market efficiency

by H. Nejat Seyhun - Journal of Financial Economics , 1986
"... This study investigates the anomalous findings of the previous insider trading studies that any investor can earn abnormal profits by reading the Ofi& / Summan/. Availability of abnormal profits to insiders, availability of abnormal profits to outsiders who imitate insiders. determinants of insi ..."
Abstract - Cited by 163 (0 self) - Add to MetaCart
of insiders ’ predictive ability, and effect of insider trading on costs of trading for other investors are examined by using approximately 60,000 insider sale and purchase transactions from 1975 to 1981. Implications for market efficiency and evaluation of abnormal profits to active trading strategies

Beyond Market Baskets: Generalizing Association Rules To Dependence Rules

by Craig Silverstein, SERGEY BRIN , RAJEEV MOTWANI , 1998
"... One of the more well-studied problems in data mining is the search for association rules in market basket data. Association rules are intended to identify patterns of the type: “A customer purchasing item A often also purchases item B. Motivated partly by the goal of generalizing beyond market bask ..."
Abstract - Cited by 634 (6 self) - Add to MetaCart
One of the more well-studied problems in data mining is the search for association rules in market basket data. Association rules are intended to identify patterns of the type: “A customer purchasing item A often also purchases item B. Motivated partly by the goal of generalizing beyond market

Dynamic Itemset Counting and Implication Rules for Market Basket Data

by Sergey Brin, Rajeev Motwani, Jeffrey D. Ullman, Shalom Tsur , 1997
"... We consider the problem of analyzing market-basket data and present several important contributions. First, we present a new algorithm for finding large itemsets which uses fewer passes over the data than classic algorithms, and yet uses fewer candidate itemsets than methods based on sampling. We in ..."
Abstract - Cited by 615 (6 self) - Add to MetaCart
We consider the problem of analyzing market-basket data and present several important contributions. First, we present a new algorithm for finding large itemsets which uses fewer passes over the data than classic algorithms, and yet uses fewer candidate itemsets than methods based on sampling. We

Efficient Capital Market: II” ,

by Eugene F Fama , Fischer Black , David Booth , Michael Bradley , Michael Brennan , Stephen Buser , John Campbell , Nai-Fu Chen , John Cochrane , George Constantinides , Wayne Ferson , Kenneth French , Campbell Harvey , Richard Ippolito , Michael Jensen , Gautam Kaul , Josef Lakonishok , Bill Mcdonald , Robert Merton , Mark Mitchell , Sam Peltzman , Marc Reinganum , Jay Ritter , Harry Roberts , Richard Roll , G William Schwert , H Nejat Seyhun , Jay Shanken , Robert Shiller , Andrei Shleifer , Rex Sinquefield , Rene Stulz , Richard Thaler , Robert Vishny , Jerold Warner - Journal of Finance, No , 1991
"... SEQUELS ARE RARELY AS good as the originals, so I approach this review of the market efflciency literature with trepidation. The task is thornier than it was 20 years ago, when work on efficiency was rather new. The literature is now so large that a full review is impossible, and is not attempted h ..."
Abstract - Cited by 337 (0 self) - Add to MetaCart
SEQUELS ARE RARELY AS good as the originals, so I approach this review of the market efflciency literature with trepidation. The task is thornier than it was 20 years ago, when work on efficiency was rather new. The literature is now so large that a full review is impossible, and is not attempted

Market efficiency in an irrational world

by Kent Daniel, Sheridan Titman - Financial Analysts Journal , 1999
"... This paper explains why investors are likely to be overconfident and how this behav-ioral bias affects investment decisions. Our analysis suggests that investor overconfidence can potentially generate stock return momentum and that this momentum effect is likely to be the strongest in those stocks w ..."
Abstract - Cited by 43 (1 self) - Add to MetaCart
. Although these results violate the traditional efficient markets hypothesis, they do not necessarily imply that rational but uniformed investors, without the benefit of hindsight, could have actually achieved the returns. We argue that to examine whether unexploited profit opportunities exist, one must
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