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SOME ANOMALOUS EVIDENCE REGARDING MARKET EFFICIENCY
被引:468
作者
:
JENSEN, MC
论文数:
0
引用数:
0
h-index:
0
JENSEN, MC
机构
:
来源
:
JOURNAL OF FINANCIAL ECONOMICS
|
1978年
/ 6卷
/ 2-3期
关键词
:
D O I
:
10.1016/0304-405X(78)90025-9
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:95 / 101
页数:7
相关论文
共 12 条
[1]
ANOMALIES IN RELATIONSHIPS BETWEEN SECURITIES YIELDS AND YIELD-SURROGATES
BALL, R
论文数:
0
引用数:
0
h-index:
0
BALL, R
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1978,
6
(2-3)
: 103
-
126
[2]
SPLIT INFORMATION, STOCK RETURNS AND MARKET EFFICIENCY .1.
CHAREST, G
论文数:
0
引用数:
0
h-index:
0
CHAREST, G
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1978,
6
(2-3)
: 265
-
296
[3]
INFORMATION-CONTENT OF OPTION PRICES AND A TEST OF MARKET EFFICIENCY
CHIRAS, DP
论文数:
0
引用数:
0
h-index:
0
CHIRAS, DP
MANASTER, S
论文数:
0
引用数:
0
h-index:
0
MANASTER, S
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1978,
6
(2-3)
: 213
-
234
[4]
FAMA EF, 1976, F FINANCE
[5]
EMPIRICAL TESTS OF BOUNDARY-CONDITIONS FOR CBOE OPTIONS
GALAI, D
论文数:
0
引用数:
0
h-index:
0
GALAI, D
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1978,
6
(2-3)
: 187
-
211
[6]
Kuhn ThomasS., 1970, ROAD STRUCTURE
[7]
MARKET VALUATION OF CASH DIVIDENDS - CASE TO CONSIDER
LONG, JB
论文数:
0
引用数:
0
h-index:
0
LONG, JB
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1978,
6
(2-3)
: 235
-
264
[8]
MILLER M, UNPUBLISHED
[9]
MILLER M, 1961, J BUSINESS OCT, P411
[10]
CRITIQUE OF ASSET PRICING THEORY TESTS .1. PAST AND POTENTIAL TESTABILITY OF THEORY
ROLL, R
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF LOS ANGELES,LOS ANGELES,CA 90024
UNIV CALIF LOS ANGELES,LOS ANGELES,CA 90024
ROLL, R
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1977,
4
(02)
: 129
-
176
←
1
2
→
共 12 条
[1]
ANOMALIES IN RELATIONSHIPS BETWEEN SECURITIES YIELDS AND YIELD-SURROGATES
BALL, R
论文数:
0
引用数:
0
h-index:
0
BALL, R
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1978,
6
(2-3)
: 103
-
126
[2]
SPLIT INFORMATION, STOCK RETURNS AND MARKET EFFICIENCY .1.
CHAREST, G
论文数:
0
引用数:
0
h-index:
0
CHAREST, G
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1978,
6
(2-3)
: 265
-
296
[3]
INFORMATION-CONTENT OF OPTION PRICES AND A TEST OF MARKET EFFICIENCY
CHIRAS, DP
论文数:
0
引用数:
0
h-index:
0
CHIRAS, DP
MANASTER, S
论文数:
0
引用数:
0
h-index:
0
MANASTER, S
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1978,
6
(2-3)
: 213
-
234
[4]
FAMA EF, 1976, F FINANCE
[5]
EMPIRICAL TESTS OF BOUNDARY-CONDITIONS FOR CBOE OPTIONS
GALAI, D
论文数:
0
引用数:
0
h-index:
0
GALAI, D
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1978,
6
(2-3)
: 187
-
211
[6]
Kuhn ThomasS., 1970, ROAD STRUCTURE
[7]
MARKET VALUATION OF CASH DIVIDENDS - CASE TO CONSIDER
LONG, JB
论文数:
0
引用数:
0
h-index:
0
LONG, JB
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1978,
6
(2-3)
: 235
-
264
[8]
MILLER M, UNPUBLISHED
[9]
MILLER M, 1961, J BUSINESS OCT, P411
[10]
CRITIQUE OF ASSET PRICING THEORY TESTS .1. PAST AND POTENTIAL TESTABILITY OF THEORY
ROLL, R
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF LOS ANGELES,LOS ANGELES,CA 90024
UNIV CALIF LOS ANGELES,LOS ANGELES,CA 90024
ROLL, R
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1977,
4
(02)
: 129
-
176
←
1
2
→