MARKET FOR SECURITIES - SUBSTITUTION VERSUS PRICE PRESSURE AND EFFECTS OF INFORMATION ON SHARE PRICES

被引:361
作者
SCHOLES, MS [1 ]
机构
[1] MIT,CAMBRIDGE,MA 02139
关键词
D O I
10.1086/295444
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:179 / 211
页数:33
相关论文
共 24 条
[1]  
Bachelier L., 1964, RANDOM CHARACTER STO
[2]   REGRESSION WITH NON-GAUSSIAN STABLE DISTURBANCES - SOME SAMPLING RESULTS [J].
BLATTBERG, R ;
SARGENT, T .
ECONOMETRICA, 1971, 39 (03) :501-+
[3]  
Blume M. E., 1968, THESIS U CHICAGO
[4]  
Bonbright James, 1961, PRINCIPLES PUBLIC UT
[5]  
DURAND D, 1959, AM ECON REV, V49, P639
[6]  
Fama E.F., 1969, INT ECON REV, V10, P1, DOI [10.2307/2525569, DOI 10.2307/2525569]
[7]   FILTER RULES AND STOCK-MARKET TRADING [J].
FAMA, EF ;
BLUME, ME .
JOURNAL OF BUSINESS, 1966, 39 (01) :226-241
[8]   DIVIDEND POLICY - AN EMPIRICAL ANALYSIS [J].
FAMA, EF ;
BABIAK, H .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (324) :1132-&
[9]   EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J].
FAMA, EF .
JOURNAL OF FINANCE, 1970, 25 (02) :383-423
[10]  
FAMA EF, 1968, J AM STATISTICAL SEP