Fama Efficient Markets: Works Cited



 Basu, S. 1977. Investment performance of common stocks in relations to their price-earnings ratios: A test of the efficient market hypothesis. Journal of Finance 32 (June): 663-682.

Brock, W., J. Lakonishok, and B. LeBaron. 1992. Simple technical trading rules and the stochastic properties of stock returns. Journal of Finance (December): 1731-1764.

Cassidy, John. 2002. Dot.con: The Greatest Story Ever Sold. New York: Harper Collins.

Chopra, N., J. Lakonishok, and J. Ritter. 1992. Measuring abnormal performance: Do stocks overreact? Journal of Financial Economics 31: 235-268.

Chowdhury, J.S. and J.C. Lin. 1993. The relation between aggregate inside transactions and stock market returns. Journal of Financial and Quantitative Analysis 28 (September): 431-437.

Fama, Eugene and Marshall Blume. 1966. Filter rules and stock market trading. Journal of Business 39 (January):226-241.

Fama, E., L. Fisher, and M. Jensen, and R. Roll. 1969. The adjustment of stock prices to new information. International Economic Review 10 (February): 1-21.

Fama, E.F. and K.R. French. 1988. Permanent and temporary components of stock prices. Journal of Political Economy 96 (April): 246-273.

Jaffe, Jeffery. 1974. Special information and insider trading. Journal of Business 47 (July): 410-428.

Johnson, R.S., Lyle Fiore, and R.A. Zuber. 1989. The investment performance of common stocks in relation to their price-to-earnings ratios: An update to the Basu study. Financial Review 24 (August).

May, Christopher. 1999. Nonlinear Pricing: Theory & Applications. New York: WileyChristopher T. May (Author)

Malkiel, Burton G. 2003. The efficient market hypothesis and its critics. The Journal of Economic Perspectives 17: 59-82.

Ritter, Jay R. 1983. The buying and selling behavior of individual investors at the turn of the year. Journal of Finance (July): 701-717.

Ritter, Jay R. 1991. The long-run performance of initial public offerings. Journal of Finance 46 (March): 3-27.

Shiller, Robert J. 2003. From efficient markets theory to behavioral finance." The Journal of Economic Perspectives 17: 83-104.

Shiller, Robert J. 2000. Irrational Exuberance. Princeton, N.J.: Princeton University Press.