Bücher zum Thema „Efficient market theory“
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Keane, Simon M. Emerging markets: The relevance of efficient market theory. London: Technical & Research Committee of the Chartered Association of Certified Accountants, 1993.
Den vollen Inhalt der Quelle findenKeane, Simon M. Efficient markets and financial reporting. 2. Aufl. Edinburgh: Institute of Chartered Accountants of Scotland, 1987.
Den vollen Inhalt der Quelle findenTanigawa, Yoshiyuki. On the dynamic efficiency of production market economies under the uncertainty with unbounded growth paths. Hikone, Shiga, Japan: Faculty of Economics, Shiga University, 2008.
Den vollen Inhalt der Quelle findenWilliams, Leighton Vaughan. Market 'anomalies' as evidence of market 'inefficiency': The state of the debate. Nottingham: Nottingham Trent University, 1994.
Den vollen Inhalt der Quelle findenPoggi, Florence. An evaluation of the application of the semi-strong form of the Efficient Market Theory to the French Second Market. Dublin: University College Dublin, 1992.
Den vollen Inhalt der Quelle findenW, Lo Andrew, Hrsg. Market efficiency: Stock market behaviour in theory and practice. Cheltenham, UK: Edward Elgar Pub., 1997.
Den vollen Inhalt der Quelle findenAmanulla, S. Indian stock market: Price integration and market efficiency. Bangalore: Institute for Social and Economic Change, 2000.
Den vollen Inhalt der Quelle findenKenkyūjo, Hokkaidō Nijūisseiki Sōgō. Hokkaidō ni okeru butsuryū kōritsuka, kōdoka ni muketa arata na tenkai: Heisei 12-nendo chiiki kasseika suishin jigyō. [Sapporo-shi]: Hokkaidō Nijūisseiki Sōgō Kenkyūjo, 2001.
Den vollen Inhalt der Quelle findenWall, David K. Underpricing of initial public offerings. Dublin: University College Dublin, 1993.
Den vollen Inhalt der Quelle findenBrown, Conor. Bond rating changes: Their informational value and impact on bond market efficiency. Dublin: University College Dublin, 1994.
Den vollen Inhalt der Quelle findenHakim, Miguel. The efficiency of the Mexican stock market. New York: Garland Pub., 1992.
Den vollen Inhalt der Quelle findenHaugen, Robert A. The new finance: A case against efficient markets. Englewood Cliffs, NJ: Prentice Hall, 1995.
Den vollen Inhalt der Quelle findenTitman, Sheridan. The Modigliani and Miller theorem and market efficiency. Cambridge, MA: National Bureau of Economic Research, 2001.
Den vollen Inhalt der Quelle findenT, Geetha, Hrsg. Indian capital market: Informational signalling and efficiency. New Delhi: A.P.H. Pub. Corp., 1996.
Den vollen Inhalt der Quelle findenRoss, Stephen A. Neoclassical finance. Princeton, NJ: Princeton University Press, 2004.
Den vollen Inhalt der Quelle findenKliger, Doron. Event studies for financial research: A comprehensive guide. New York City, NY: Palgrave Macmillan, 2014.
Den vollen Inhalt der Quelle findenCooney, Kieran V. Sophisticated or naive: How efficient is the Irish equity market in it's interpretation of accounting numbers? Dublin: University College Dublin, 1993.
Den vollen Inhalt der Quelle findenKahn, Michael N. Market indicators other than price. Upper Saddle River, N.J: FTPress Delivers, 2010.
Den vollen Inhalt der Quelle findenBruderhausen, Jens. Zahlungsbilanzkrisen bei begrenzter Devisenmarkteffizienz: Ein kapitalmarkttheoretischer Ansatz. Bern: Peter Lang International Academic Publishers, 2004.
Den vollen Inhalt der Quelle findenVerbeek, Jos. Disequilibrium growth theory: A two sector approach with efficient rationing. Rotterdam, Netherlands: Erasmus University Rotterdam, 1990.
Den vollen Inhalt der Quelle findenKondak, Nuray Ergül. The efficient market hypothesis revisited: Some evidence from the Istanbul stock exchange. Ankara: Capital Markets Board of Turkey, 1997.
Den vollen Inhalt der Quelle findenNagayasu, Jun. The efficiency of the Japanese equity market. Washington, D.C: International Monetary Fund, Statistics Department, 2003.
Den vollen Inhalt der Quelle findenGupta, O. P., Reader, Dept. of Commerce., Hrsg. Stock market efficiency and price behaviour: The Indian experience. New Delhi: Anmol Publications, 1989.
Den vollen Inhalt der Quelle findenYong, Othman. Behaviour of the Malaysian stock market. Bangi: Penerbit Universiti Kebangsaan Malaysia, 1993.
Den vollen Inhalt der Quelle findenGan, Li. Efficiency of thin and thick markets. Cambridge, MA: National Bureau of Economic Research, 2004.
Den vollen Inhalt der Quelle findenBeltratti, Andrea E. Actual and warrented relations between asset prices. Cambridge, MA: National Bureau of Economic Research, 1991.
Den vollen Inhalt der Quelle findenBulow, Jeremy. Rational frenzies and crashes. London: Centre for Economic Policy Research, 1991.
Den vollen Inhalt der Quelle findenMadhusoodanan, T. P. Mean reversion in the Indian Stock Market. Mumbai: UTI Institute of Capital Markets, 1996.
Den vollen Inhalt der Quelle finden1947-, Morse Dale, Hrsg. Efficient capital markets and accounting: A critical analysis. 2. Aufl. Englewood Cliffs, N.J: Prentice-Hall, 1986.
Den vollen Inhalt der Quelle findenHartmann-Wendels, Thomas. Rechnungslegung der Unternehmen und Kapitalmarkt aus informationsökonomischer Sicht. Heidelberg: Physica, 1991.
Den vollen Inhalt der Quelle findenFenton, Niall. Efficient markets hypothesis: A test for size and P/E effects in the Irish stockmarket. Dublin: University College Dublin, 1997.
Den vollen Inhalt der Quelle findenDurnev, Artyom. Does firm-specific information in stock prices guide capital allocation? Cambridge, MA: National Bureau of Economic Research, 2001.
Den vollen Inhalt der Quelle findenLehmann, Bruce Neal. Asset pricing and intrinsic values: A review essay. Cambridge, MA: National Bureau of Economic Research, 1991.
Den vollen Inhalt der Quelle findenJung, Jeeman. One simple test of Samuelson's dictum for the stock market. Cambridge, Mass: National Bureau of Economic Research, 2002.
Den vollen Inhalt der Quelle findenSoares, Vasco Jorge Salazar. A (in)eficiência dos mercados bolsistas de acções: Estudo do caso português (1977-1994). Porto: Vida Económica, 1997.
Den vollen Inhalt der Quelle findenShiller, Robert J. Human behavior and the efficiency of the financial system. Cambridge, MA: National Bureau of Economic Research, 1998.
Den vollen Inhalt der Quelle findenDow, James. Trading, communication and the response of price to new information. Cambridge, MA: National Bureau of Economic Research, 1991.
Den vollen Inhalt der Quelle findenMecagni, Mauro. The Egyptian stock market: Efficiency tests and volatility effects. [Washington, D.C.]: International Monetary Fund, Middle Eastern Department, 1999.
Den vollen Inhalt der Quelle findenMorck, Randall. The mysterious growing value of S&P 500 membership. Cambridge, MA: National Bureau of Economic Research, 2001.
Den vollen Inhalt der Quelle findenLewellen, Jonathan. Estimation risk, market efficiency, and the predictability of returns. Cambridge, MA: National Bureau of Economic Research, 2000.
Den vollen Inhalt der Quelle findenMarcus, Alan J. An equilibrium theory of excess volatility and mean reversion in stock market prices. Cambridge, MA: National Bureau of Economic Research, 1989.
Den vollen Inhalt der Quelle findenMiller, Marcus. Financial liberalisation, asset prices, and exchange rates. Paris]: OECD, 1991.
Den vollen Inhalt der Quelle findenCooper, George. The origin of financial crises: Central banks, credit bubbles and the efficient market fallacy. New York: Vintage Books, 2008.
Den vollen Inhalt der Quelle findenBaldwin, Richard E. Re-interpreting the failure of foreign exchange market efficiency tests: Small transaction costs, big hysteresis bands. Cambridge, MA: National Bureau of Economic Research, 1990.
Den vollen Inhalt der Quelle findenGale, Ian Lindsay. A simple proof that futures markets are almost always informationally inefficient. Cambridge, MA: National Bureau of Economic Research, 1989.
Den vollen Inhalt der Quelle findenMacey, Jonathan R. Fraud on inefficient markets: An economic and legal anlaysis [sic] of a plaintiff's right on an unbiased market price. [Toronto, Ont.]: Law and Economics Programme, Faculty of Law, University of Toronto, 1991.
Den vollen Inhalt der Quelle findenLee, Charles. Investor sentiment and the closed-end fund puzzle. Cambridge, MA: National Bureau of Economic Research, 1990.
Den vollen Inhalt der Quelle findenLibrary of Congress. Congressional Research Service, Hrsg. Program trading: Efficiency and volatility in the securities markets. Washington, D.C: Library of Congress, Congressional Research Service, 1987.
Den vollen Inhalt der Quelle findenWinch, Kevin F. Program trading: Public policy aspects of index arbitrage : a report. Washington: U.S. G.P.O., 1987.
Den vollen Inhalt der Quelle findenLibrary of Congress. Congressional Research Service, Hrsg. Program trading: Participation in index arbitrage. Washington, D.C: Congressional Research Service, Library of Congress, 1986.
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