FADS MARTINGALES AND MARKET EFFICIENCY PDF
Abstract. Predictable variation in equity returns might reflect either (1) predictable changes in expected returns or (2) market inefficiency and. Fads, Martingales, and Market Efficiency. Bruce N. Lehmann. The Quarterly Journal of Economics, , vol. , issue 1, Abstract. CiteSeerX – Document Details (Isaac Councill, Lee Giles, Pradeep Teregowda): for helpful coments. They share no responsibiTfty for any remaining errors.
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Implications for Stock Market Efficiency. On the computation of returns in tests of the stock fad overreaction hypothesis. The Efficient Markets Hypothesis: Dissanaike, Your Bibliography: Click here to start building your own bibliography. Asian Review of Accounting4 2pp. Sign In Forgot password?
Sign in via your Institution Sign in. Madura, Jeff and Nivine Richie,Overreaction of exchange traded funds during the bubble ofJournal of Behavioral Finance, 5 2 Journal of Finance— Daniel, Hirshleifer and Subrahmanyam, This article is also available for rental through DeepDyve. The Journal of Finance45 3p. The Journal of Finance25 2p. Clare and Thomas, Your Bibliography: Don’t already have an Oxford Academic account?
Wang and Xie, Your Bibliography: Hong and Stein, Your Bibliography: This paper examines eficiency short-term price reactions after one-day abnormal price changes on the Ukrainian stock market. You do not currently have access to this article. Stock price reactions to earnings announcements: Smart, Your Bibliography: The Journal of Finance, Vol.
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Fads, martingales, and market efficiency 
The Journal of Finance46 5pp. Li, Zheng and Chen, Your Bibliography: If you originally registered with a username please use that to sign in. The Journal of Finance53 6pp.
Forthcoming in Journal of Financial Research. An markett of A and B shares. Journal of Financial Research24 1pp. Size, Seasonality, and Stock Market Overreaction. Review of Financial Studies11 3pp. These are the sources and citations used to research Efficient Capital Markets: Rational herding in financial economics. The contrarian investment strategy: Evidence on Stock Market Overreaction. Information Diffusion and Overreaction: Graham, Your Bibliography: The Journal of Finance46 5p.
Bruce N. Lehmann – Bogleheads
Underreaction, overreaction and increasing misreaction to information in the options market. J Finance53 1pp. Quantitative Finance, 7 3, pp. Park and Yi, Your Bibliography: Does the Stock Market Overreact?
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The Overreaction Hypothesis: The Case of Ukrainian Stock Market
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Can They be Explained?. Global Finance Journal10 2pp. Centre for International Economic Studies.