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Efficient Capital Markets: II

  1. EUGENE F. FAMA†

Article first published online: 30 APR 2012

DOI: 10.1111/j.1540-6261.1991.tb04636.x

Issue

The Journal of Finance

The Journal of Finance

Volume 46, Issue 5, pages 1575–1617, December 1991

Additional Information

How to Cite

FAMA, E. F. (1991), Efficient Capital Markets: II. The Journal of Finance, 46: 1575–1617. doi: 10.1111/j.1540-6261.1991.tb04636.x

Author Information

  1. †

    Graduate School of Business, University of Chicago. The comments of 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, René Stulz, Richard Thaler, Robert Vishny, and Jerold Warner are gratefully acknowledged. This research is supported by the National Science Foundation.

  1. †

    Graduate School of Business, University of Chicago. The comments of 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, René Stulz, Richard Thaler, Robert Vishny, and Jerold Warner are gratefully acknowledged. This research is supported by the National Science Foundation.

Publication History

  1. Issue published online: 30 APR 2012
  2. Article first published online: 30 APR 2012

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