IDEAS home Printed from https://ideas.repec.org/r/oup/ecinqu/v43y2005i2p221-228.html
   My bibliography  Save this item

Samuelson's Dictum and the Stock Market

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Hideyuki Kamiryo, 2014. "Earth Endogenous System: To Answer the Current Unsolved Economic Problems (Second Edition)," Earth Endogenous System: To Answer the Current Unsolved Economic Problems (Second Edition), Better Advances Press, Canada, edition 2, volume 2, number 01 edited by Dr. Yisheng Huang, May.
  2. repec:bap:ees2th:01 is not listed on IDEAS
  3. Suzanne G. M. Fifield & David G. McMillan & Fiona J. McMillan, 2020. "Is there a risk and return relation?," The European Journal of Finance, Taylor & Francis Journals, vol. 26(11), pages 1075-1101, July.
  4. Thomas Delcey, 2019. "Samuelson vs Fama on the Efficient Market Hypothesis: The Point of View of Expertise [Samuelson vs Fama sur l’efficience informationnelle des marchés financiers : le point de vue de l’expertise]," Post-Print hal-01618347, HAL.
  5. Hirshleifer, David & Hou, Kewei & Teoh, Siew Hong, 2009. "Accruals, cash flows, and aggregate stock returns," Journal of Financial Economics, Elsevier, vol. 91(3), pages 389-406, March.
  6. Nicolae Gârleanu & Lasse Heje Pedersen, 2022. "Active and Passive Investing: Understanding Samuelson’s Dictum [A noisy rational expectations equilibrium for multi-asset securities markets]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(2), pages 389-446.
  7. Edward Bernard Bastiaan de Rivera y Rivera & Diógenes Manoel Leiva Martin & Emerson Fernandes Marçal & Leonardo Fernando Cruz Basso, 2012. "Present value model between prices and dividends with constant and time-varying expected returns: enterprise-level Brazilian stock market evidence from non-stationary panels," Brazilian Business Review, Fucape Business School, vol. 9(4), pages 51-86, October.
  8. Vladyslav Sushko & Grant Turner, 2018. "The implications of passive investing for securities markets," BIS Quarterly Review, Bank for International Settlements, March.
  9. repec:bap:eebook:02 is not listed on IDEAS
  10. Qiang Kang & Qiao Liu & Rong Qi, 2009. "Market timing with aggregate accruals," Journal of Asset Management, Palgrave Macmillan, vol. 10(3), pages 170-180, August.
  11. Ishigami, Shohei & Takeda, Fumiko, 2018. "Market reactions to stock rating and target price changes in analyst reports: Evidence from Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 52(C), pages 134-151.
  12. George-Marios Angeletos & Zhen Huo, 2021. "Myopia and Anchoring," American Economic Review, American Economic Association, vol. 111(4), pages 1166-1200, April.
  13. Wang, Xinjie & Xiao, Yaqing & Yan, Hongjun & Zhang, Jinfan, 2021. "Under-reaction in the sovereign CDS market," Journal of Banking & Finance, Elsevier, vol. 130(C).
  14. Gian Maria Tomat, 2020. "Present Value Models and the Behaviour of European Financial Markets," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 6(3), pages 493-520, November.
  15. Hirshleifer, David & Hou, Kewei & Teoh, Siew Hong, 2007. "Accruals and Aggregate Stock Market Returns," MPRA Paper 5197, University Library of Munich, Germany.
  16. Paul Glasserman & Harry Mamaysky & Thierry Foucault, 2023. "Investor Information Choice with Macro and Micro Information," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 13(1), pages 1-52.
  17. le Bris, David & Goetzmann, William N. & Pouget, Sébastien, 2019. "The present value relation over six centuries: The case of the Bazacle company," Journal of Financial Economics, Elsevier, vol. 132(1), pages 248-265.
  18. Xiao, Yaqing & Yan, Hongjun & Zhang, Jinfan, 2024. "Global and local information efficiency: An examination of samuelson's dictum," Journal of Empirical Finance, Elsevier, vol. 77(C).
  19. McMillan, David G., 2019. "Predicting firm level stock returns: Implications for asset pricing and economic links," The British Accounting Review, Elsevier, vol. 51(4), pages 333-351.
  20. Laimutė Urbšienė & Andrius Bugajevas & Marekas Pipiras, 2016. "The Impact Of Investment Horizon On The Return And Risk Of Investments In Securities In Lithuania," Organizations and Markets in Emerging Economies, Faculty of Economics, Vilnius University, vol. 7(2).
  21. Hideyuki Kamiryo, 2014. "Earth Endogenous System: To Answer the Current Unsolved Economic Problems (Second Edition)," Earth Endogenous System: To Answer the Current Unsolved Economic Problems (Second Edition), Better Advances Press, Canada, edition 2, volume 2, number 02 edited by Yisheng Huang, May.
  22. Xu, Liao & Zhang, Xuan & Zhao, Jing, 2023. "Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic," Journal of Financial Markets, Elsevier, vol. 62(C).
  23. Fredrik Hansen, 2013. "The efficient-markets hypothesis after the crisis: a methodological analysis of the evidence," Chapters, in: Mats Benner (ed.), Before and Beyond the Global Economic Crisis, chapter 3, pages 55-71, Edward Elgar Publishing.
  24. Dmitri G. Markovitch & Peter N. Golder, 2008. "—Using Stock Prices to Predict Market Events: Evidence on Sales Takeoff and Long-Term Firm Survival," Marketing Science, INFORMS, vol. 27(4), pages 717-729, 07-08.
  25. Dmitri G. Markovitch & Joel H. Steckel & Bernard Yeung, 2005. "Using Capital Markets as Market Intelligence: Evidence from the Pharmaceutical Industry," Management Science, INFORMS, vol. 51(10), pages 1467-1480, October.
  26. Chong, Terence Tai Leung & Wu, Zhang & Liu, Yuchen, 2019. "Market Reaction to iPhone Rumors," MPRA Paper 92014, University Library of Munich, Germany.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.