FADS MARTINGALES AND MARKET EFFICIENCY PDF

Abstract. Predictable variation in equity returns might reflect either (1) predictable changes in expected returns or (2) market inefficiency and. Fads, Martingales, and Market Efficiency. Bruce N. Lehmann. The Quarterly Journal of Economics, , vol. , issue 1, Abstract. CiteSeerX – Document Details (Isaac Councill, Lee Giles, Pradeep Teregowda): for helpful coments. They share no responsibiTfty for any remaining errors.

Author: Mooguhn Goltira
Country: Switzerland
Language: English (Spanish)
Genre: Marketing
Published (Last): 7 March 2012
Pages: 213
PDF File Size: 6.29 Mb
ePub File Size: 9.42 Mb
ISBN: 527-5-55474-313-1
Downloads: 62701
Price: Free* [*Free Regsitration Required]
Uploader: Tojagul

Fads, Martingales, and Market Efficiency

All papers reproduced by permission. Ma and Barnes, Your Bibliography: Related articles in Web of Science Google Scholar.

Mun, Kish and Vasconcellos, Your Bibliography: Sign In or Create an Account. Global Wnd Journal10 2pp. Hong and Stein, Your Bibliography: Chen, Lee and Rui, Your Bibliography: Information Diffusion and Overreaction: Log in or create an account. Malkiel and Fama, Your Bibliography: Defense Technical Information Center.

  ALDAZIDA BULA PDF

Pacific-Basin Finance Journal16pp. European Economic Review40pp. The Journal of Finance46 5pp. Madura, Jeff and Nivine Richie,Overreaction of exchange traded funds during the bubble ofJournal of Behavioral Finance, 5 2 Fung, Your Bibliography: The new contrarian investment strategy.

Fads, martingales, and market efficiency [1988]

The Unequal Gains from Product Innovations: Kahneman and Tversky, Your Bibliography: Implications for Stock Market Efficiency. Mokslas – Lietuvos ateitis5 1pp.

Cognitive Psychology24 3pp. Most users should sign in with their email address. Applied Economics Letters11 7pp. Purchase Subscription prices and ordering Short-term Access To purchase short term access, martingles sign in to your Oxford Academic account above.

Click here to start building your own bibliography.

CiteSeerX — Fads, martingales, and market efficiency

The Quarterly Journal of Economics2pp. J Finance54 6pp.

Griffin and Tversky, Your Faads Receive exclusive offers and updates from Oxford Academic. The Journal of Finance52 5pp. A Theory and Some Evidence.

You do not currently have access to this article. Smart, Your Bibliography: