Tools
Sorted by:
Try your query at:
 |
 |
 |
 |
 |
 |
Results 1 - 10
of
18,502
Market Efficiency, Long-Term Returns, and Behavioral Finance
, 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
, 1993
"... ..."
On the impossibility of informationally efficient markets
- AMERICAN ECONOMIC REVIEW
, 1980
"... ..."
Market Diversity And Market Efficiency: . . .
- AISB JOURNAL 1(1)
, 2001
"... The relation between market diversity and market efficiency has been studied. Economic ..."
Abstract
- Add to MetaCart
The relation between market diversity and market efficiency has been studied. Economic
Insiders’ profits, costs of trading, and market efficiency
- 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
, 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
, 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” ,
- 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
- 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
Results 1 - 10
of
18,502
