Books on the topic 'Efficient market theory Econometric models'

Nagayasu, Jun. The efficiency of the Japanese equity market. Washington, D.C: International Monetary Fund, Statistics Department, 2003.

Beltratti, Andrea E. Actual and warrented relations between asset prices. Cambridge, MA: National Bureau of Economic Research, 1991.

Jung, Jeeman. One simple test of Samuelson's dictum for the stock market. Cambridge, Mass: National Bureau of Economic Research, 2002.

Mecagni, Mauro. The Egyptian stock market: Efficiency tests and volatility effects. [Washington, D.C.]: International Monetary Fund, Middle Eastern Department, 1999.

Lewellen, Jonathan. Estimation risk, market efficiency, and the predictability of returns. Cambridge, MA: National Bureau of Economic Research, 2000.

Lee, Charles. Investor sentiment and the closed-end fund puzzle. Cambridge, MA: National Bureau of Economic Research, 1990.

Market dynamics and entry. Oxford, UK: B. Blackwell, 1991.

Acemoglu, Daron. Efficient unemployment insurance. Cambridge, MA: National Bureau of Economic Research, 1998.

Baillie, Richard T. The foreign exchange market: Theory and econometric evidence. Cambridge: Cambridge University Press, 1989.

Dickens, W. T. Labor market segmentation theory: Reconsidering the evidence. Cambridge, MA: National Bureau of Economic Research, 1992.

W, Lo Andrew, ed. Market efficiency: Stock market behaviour in theory and practice. Cheltenham, UK: Edward Elgar Pub., 1997.

Fuhrer, Jeffrey C. Computationally efficient solution and maximum likelihood estimation of nonlinear rational expectations models. Boston: Federal Reserve Bank of Boston, 1996.

Hubbard, R. Glenn. Efficient contracting and market power: Evidence from the U.S. natural gas industry. Cambridge, MA: National Bureau of Economic Research, 1990.

Cameron, Stephen V. Trade shocks and labor adjustment: Theory. Cambridge, Mass: National Bureau of Economic Research, 2007.

Rust, John. Middlemen versus market makers: A theory of competitive exchange. Cambridge, MA: National Bureau of Economic Research, 2002.

Baillie, Richard. The foreign exchange market: Theory and econometric evidence. Cambridge [Cambridgeshire]: Cambridge University Press, 1989.

Verbeek, Jos. Disequilibrium growth theory: A two sector approach with efficient rationing. Rotterdam, Netherlands: Erasmus University Rotterdam, 1990.

Gibbons, Robert. Enriching a theory of wage and promotion dynamics inside firms. Cambridge, Mass: National Bureau of Economic Research, 2003.

Gibbons, Robert. A theory of wage and promotion dynamics in internal labor markets. Cambridge, MA: National Bureau of Economic Research, 1998.

Gabaix, Xavier. Limits of arbitrage: Theory and evidence from the mortgage-backed securities market. Cambridge, Mass: National Bureau of Economic Research, 2005.

Romeu, Rafael. A puzzle of microstructure market maker models. [Washington, D.C.]: International Monetary Fund, 2004.

Kondak, Nuray Ergül. The efficient market hypothesis revisited: Some evidence from the Istanbul stock exchange. Ankara: Capital Markets Board of Turkey, 1997.

Mancero, Xavier. Entry, cream skimming, and competition: Theory and simulation for Chile's local telephony market. Santiago, Chile: Universidad Alberto Hurtado, Departamento de Economía y Administración, 2001.

Maskus, Keith E. Vertical price control and parallel imports: Theory and evidence. Washington, DC: World Bank, Development Research Group, Trade, 2000.

Eliasson, Gunnar. The firm and financial markets in the Swedish micro-to-macro model: Theory, model, and verification. [Stockholm]: Industrial Institute for Economic and Social Research, 1985.

Bernard, Andrew B. Who dies?: International trade, market structure, and industrial restructuring. Cambridge, MA: National Bureau of Economic Research, 2001.

Gan, Li. Efficiency of thin and thick markets. Cambridge, MA: National Bureau of Economic Research, 2004.

Lazear, Edward P. Hiring risky workers. Cambridge, MA: National Bureau of Economic Research, 1995.

Information efficiency in financial and betting markets. New York: Cambridge University Press, 2005.

Lehmann, Bruce Neal. Asset pricing and intrinsic values: A review essay. Cambridge, MA: National Bureau of Economic Research, 1991.

Porter, Robert H. Patterns of trade in the market for used durables: Theory and evidence. Cambridge, MA: National Bureau of Economic Research, 1999.

Borjas, George J. Foreign competition, market power, and wage inequality: Theory and evidence. Cambridge, MA: National Bureau of Economic Research, 1993.

Hartmann-Wendels, Thomas. Rechnungslegung der Unternehmen und Kapitalmarkt aus informationsökonomischer Sicht. Heidelberg: Physica, 1991.

Soares, Vasco Jorge Salazar. A (in)eficiência dos mercados bolsistas de acções: Estudo do caso português (1977-1994). Porto: Vida Económica, 1997.

Shiller, Robert J. Human behavior and the efficiency of the financial system. Cambridge, MA: National Bureau of Economic Research, 1998.

Technology and market structure: Theory and history. Cambridge, Mass: The MIT Press, 1998.

Krueger, Alan B. Observations and conjectures on the U.S. employment miracle. Cambridge, MA: National Bureau of Economic Research, 1997.

Haan, Wouter J. Den. Job destruction and propagation of shocks. Cambridge, MA: National Bureau of Economic Research, 1997.

Dow, James. Trading, communication and the response of price to new information. Cambridge, MA: National Bureau of Economic Research, 1991.

John, Cockburn, and Decaluwé Bernard, eds. Market structure and trade policy in developing countries: A general equilibrium approach. Nairobi: African Economic Research Consortium, 1996.

W, Cooper Russell. The economics of labor adjustment: Mind the gap. Kansas City [Mo.]: Research Division, Federal Reserve Bank of Kansas City, 2001.

Cooper, Russell W. The economics of labor adjustment: Mind the gap. [Minneapolis, Minn.]: Federal Reserve Bank of Minneapolis, 2003.

Cooper, Russell W. The economics of labor adjustment: Mind the gap. Kansas City [Mo.]: Research Division, Federal Reserve Bank of Kansas City, 2003.

W, Cooper Russell. The economics of labor adjustment: Mind the gap. Cambridge, MA: National Bureau of Economic Research, 2001.

1940-, Bamberg Günter, and Spremann Klaus, eds. Capital market equilibria. Berlin: Springer-Verlag, 1986.

Gaynor, Martin. Measuring ignorance in the market: A new method with an application to physician services. Cambridge, MA: National Bureau of Economic Research, 1990.

Judd, Kenneth L. Asymptotic methods for asset market equilibrium analysis. Cambridge, MA: National Bureau of Economic Research, 2001.

Levine, Phillip B. More bad news for smokers?: The effects of cigarette smoking on labor market outcomes. Cambridge, MA: National Bureau of Economic Research, 1995.

Bound, John. Industrial shifts, skills levels, and the labor market for white and black males. Cambridge, MA: National Bureau of Economic Research, 1991.

Moore, Kevin Clare. Predictive econometric modeling of the U.S. farmland market: An empirical test of the rational expectations hypothesis. Ames, Iowa (578 Heady Hall, Ames 50011): Center for Agricultural and Rural Development, Iowa State University, 1986.