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There are 292935 results for: content related to: THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE

  1. Market Efficiency and the Post-Earnings Announcement Drift

    Contemporary Accounting Research

    Volume 28, Issue 3, Fall 2011 (September), Pages: 926–956, Dennis Y. Chung and Karel Hrazdil

    Version of Record online : 1 APR 2011, DOI: 10.1111/j.1911-3846.2011.01078.x

  2. African Stock Markets: Efficiency and Relative Predictability

    South African Journal of Economics

    Volume 82, Issue 2, June 2014, Pages: 258–275, Graham Smith and Aneta Dyakova

    Version of Record online : 20 JUN 2013, DOI: 10.1111/saje.12009

  3. The Relationship between Fair Value, Market Value, and Efficient Markets

    Accounting Perspectives

    Volume 7, Issue 4, November 2008, Pages: 293–316, J. Alex Milburn

    Version of Record online : 21 JAN 2010, DOI: 10.1506/ap.7.4.2

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    Efficient Capital Markets: II

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1575–1617, EUGENE F. FAMA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04636.x

  5. Efficiency, Cointegration and Contagion in Equity Markets: Evidence from China, Japan and South Korea

    Asian Economic Journal

    Volume 23, Issue 1, March 2009, Pages: 93–118, A.S.M. Sohel Azad

    Version of Record online : 11 MAR 2009, DOI: 10.1111/j.1467-8381.2009.02002.x

  6. Two Tales of Return Predictability: The Case of Asia–Pacific Equity Markets

    Journal of Forecasting

    Andrei Shynkevich

    Version of Record online : 28 JUL 2016, DOI: 10.1002/for.2436

  7. Stock Market Efficiency and Market Microstructure in Emerging Markets

    Market Microstructure in Emerging and Developed Markets: Price Discovery, Information Flows, and Transaction Costs

    H. Kent Baker, Halil Kiymaz, Pages: 385–406, 2013

    Published Online : 23 AUG 2013, DOI: 10.1002/9781118681145.ch21

  8. Examining the forward pricing function of the Australian equity index futures contract

    Accounting & Finance

    Volume 44, Issue 1, March 2004, Pages: 57–73, Irena Ivanovic and Peter Howley

    Version of Record online : 24 FEB 2004, DOI: 10.1111/j.1467-629x.2004.00101.x

  9. CHOOSING AMONG ALTERNATIVE LONG-RUN EVENT-STUDY TECHNIQUES

    Journal of Economic Surveys

    Volume 29, Issue 1, February 2015, Pages: 158–198, Dionysia Dionysiou

    Version of Record online : 3 OCT 2012, DOI: 10.1111/j.1467-6419.2012.00742.x

  10. The Paradox of “Fraud-on-the-Market Theory”: Who Relies on the Efficiency of Market Prices?

    Journal of Empirical Legal Studies

    Volume 8, Issue 2, June 2011, Pages: 260–303, Grigori Erenburg, Janet Kiholm Smith and Richard L. Smith

    Version of Record online : 12 MAY 2011, DOI: 10.1111/j.1740-1461.2011.01209.x

  11. Evaluating Commodity Market Efficiency: Are Cointegration Tests Appropriate?

    Journal of Agricultural Economics

    Volume 53, Issue 3, November 2002, Pages: 513–529, Neil Kellard

    Version of Record online : 12 SEP 2005, DOI: 10.1111/j.1477-9552.2002.tb00035.x

  12. Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller

    The Scandinavian Journal of Economics

    Volume 116, Issue 3, July 2014, Pages: 593–634, John Y. Campbell

    Version of Record online : 20 MAY 2014, DOI: 10.1111/sjoe.12070

  13. NON-LINEAR PREDICTABILITY IN G7 STOCK INDEX RETURNS

    The Manchester School

    Volume 81, Issue 4, July 2013, Pages: 620–637, KIAN-PING LIM and CHEE-WOOI HOOY

    Version of Record online : 28 MAY 2012, DOI: 10.1111/j.1467-9957.2012.02303.x

  14. Equilibrium Implying Efficiency: The Neoclassical Fantasy

    Models for Investors in Real World Markets

    James R. Thompson, Edward E. Williams, M. Chapman Findlay, Pages: 107–144, 2008

    Published Online : 27 MAY 2008, DOI: 10.1002/9780470317099.ch5

  15. Taxation: The Lost History

    American Journal of Economics and Sociology

    Volume 73, Issue 4, October 2014, Pages: 664–988, Terence Dwyer

    Version of Record online : 7 OCT 2014, DOI: 10.1111/ajes.12082_3

  16. Cointegration, unbiased expectations, and forecasting in the BIFFEX freight futures market

    Journal of Futures Markets

    Volume 20, Issue 6, July 2000, Pages: 545–571, Michael S. Haigh

    Version of Record online : 14 JUN 2000, DOI: 10.1002/1096-9934(200007)20:6<545::AID-FUT3>3.0.CO;2-O

  17. Investor Psychology and Asset Pricing

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1533–1597, David Hirshleifer

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00379

  18. A brief history of market efficiency

    European Financial Management

    Volume 4, Issue 1, March 1998, Pages: 91–103, Elroy Dimson and Massoud Mussavian

    Version of Record online : 16 DEC 2002, DOI: 10.1111/1468-036X.00056

  19. Managerial Discretion in Accruals and Informational Efficiency

    Journal of Business Finance & Accounting

    Accepted manuscript online: 22 FEB 2017, PIETRO PEROTTI and DAVID WINDISCH

    DOI: 10.1111/jbfa.12241

  20. Econometric modelling of non-ferrous metal prices

    Journal of Economic Surveys

    Volume 18, Issue 5, December 2004, Pages: 651–701, Clinton Watkins and Michael McAleer

    Version of Record online : 10 NOV 2004, DOI: 10.1111/j.1467-6419.2004.00233.x