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Market Efficiency

Editor

Listed:
  • Andrew W. Lo

Abstract

These two volumes bring together the most influential articles surrounding the Efficient Markets Hypothesis debate, from Paul Samuelson’s pathbreaking proof that properly anticipated prices fluctuate randomly to Fischer Black’s study of noise traders, from Eugene Fama’s empirical implementation of the Efficient Markets Hypothesis to Robert Merton’s analysis of stock price volatility.

Suggested Citation

  • Andrew W. Lo (ed.), 1997. "Market Efficiency," Books, Edward Elgar Publishing, volume 0, number 1042.
    • Handle: RePEc:elg:eebook:1042
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    File URL: http://www.e-elgar.com/shop/isbn/9781858981611
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    Citations

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    Cited by:

    1. Brown, Philip & Thomson, Nathanial & Walsh, David, 1999. "Characteristics of the order flow through an electronic open limit order book," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 9(4), pages 335-357, November.
    2. Marcel Fafchamps & Agnes R. Quisumbing, 1999. "Human Capital, Productivity, and Labor Allocation in Rural Pakistan," Journal of Human Resources, University of Wisconsin Press, vol. 34(2), pages 369-406.
    3. Dow, James, 2013. "Boards, CEO entrenchment, and the cost of capital," Journal of Financial Economics, Elsevier, vol. 110(3), pages 680-695.
    4. Froot, Kenneth A. & O'Connell, Paul G. J. & Seasholes, Mark S., 2001. "The portfolio flows of international investors," Journal of Financial Economics, Elsevier, vol. 59(2), pages 151-193, February.

    More about this item

    Keywords

    Economics and Finance;

    JEL classification:

    • F5 - International Economics - - International Relations, National Security, and International Political Economy

    Statistics

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