Books on the topic 'Efficient market theory'

Keane, Simon M. Emerging markets: The relevance of efficient market theory. London: Technical & Research Committee of the Chartered Association of Certified Accountants, 1993.

Keane, Simon M. Efficient markets and financial reporting. 2nd ed. Edinburgh: Institute of Chartered Accountants of Scotland, 1987.

Tanigawa, 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.

Williams, Leighton Vaughan. Market 'anomalies' as evidence of market 'inefficiency': The state of the debate. Nottingham: Nottingham Trent University, 1994.

Poggi, 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.

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

Amanulla, S. Indian stock market: Price integration and market efficiency. Bangalore: Institute for Social and Economic Change, 2000.

Kenkyūjo, 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.

Wall, David K. Underpricing of initial public offerings. Dublin: University College Dublin, 1993.

Brown, Conor. Bond rating changes: Their informational value and impact on bond market efficiency. Dublin: University College Dublin, 1994.

Hakim, Miguel. The efficiency of the Mexican stock market. New York: Garland Pub., 1992.

Haugen, Robert A. The new finance: A case against efficient markets. Englewood Cliffs, NJ: Prentice Hall, 1995.

Titman, Sheridan. The Modigliani and Miller theorem and market efficiency. Cambridge, MA: National Bureau of Economic Research, 2001.

T, Geetha, ed. Indian capital market: Informational signalling and efficiency. New Delhi: A.P.H. Pub. Corp., 1996.

Ross, Stephen A. Neoclassical finance. Princeton, NJ: Princeton University Press, 2004.

Kliger, Doron. Event studies for financial research: A comprehensive guide. New York City, NY: Palgrave Macmillan, 2014.

Cooney, Kieran V. Sophisticated or naive: How efficient is the Irish equity market in it's interpretation of accounting numbers? Dublin: University College Dublin, 1993.

Kahn, Michael N. Market indicators other than price. Upper Saddle River, N.J: FTPress Delivers, 2010.

Bruderhausen, Jens. Zahlungsbilanzkrisen bei begrenzter Devisenmarkteffizienz: Ein kapitalmarkttheoretischer Ansatz. Bern: Peter Lang International Academic Publishers, 2004.

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

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

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

Gupta, O. P., Reader, Dept. of Commerce., ed. Stock market efficiency and price behaviour: The Indian experience. New Delhi: Anmol Publications, 1989.

Yong, Othman. Behaviour of the Malaysian stock market. Bangi: Penerbit Universiti Kebangsaan Malaysia, 1993.

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

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

Bulow, Jeremy. Rational frenzies and crashes. London: Centre for Economic Policy Research, 1991.

Madhusoodanan, T. P. Mean reversion in the Indian Stock Market. Mumbai: UTI Institute of Capital Markets, 1996.

1947-, Morse Dale, ed. Efficient capital markets and accounting: A critical analysis. 2nd ed. Englewood Cliffs, N.J: Prentice-Hall, 1986.

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

Fenton, Niall. Efficient markets hypothesis: A test for size and P/E effects in the Irish stockmarket. Dublin: University College Dublin, 1997.

Durnev, Artyom. Does firm-specific information in stock prices guide capital allocation? Cambridge, MA: National Bureau of Economic Research, 2001.

Lehmann, Bruce Neal. Asset pricing and intrinsic values: A review essay. 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.

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.

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

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

Morck, Randall. The mysterious growing value of S&P 500 membership. Cambridge, MA: National Bureau of Economic Research, 2001.

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

Marcus, Alan J. An equilibrium theory of excess volatility and mean reversion in stock market prices. Cambridge, MA: National Bureau of Economic Research, 1989.

Miller, Marcus. Financial liberalisation, asset prices, and exchange rates. Paris]: OECD, 1991.

Cooper, George. The origin of financial crises: Central banks, credit bubbles and the efficient market fallacy. New York: Vintage Books, 2008.

Baldwin, 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.

Gale, Ian Lindsay. A simple proof that futures markets are almost always informationally inefficient. Cambridge, MA: National Bureau of Economic Research, 1989.

Macey, 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.

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

Library of Congress. Congressional Research Service, ed. Program trading: Efficiency and volatility in the securities markets. Washington, D.C: Library of Congress, Congressional Research Service, 1987.

Winch, Kevin F. Program trading: Public policy aspects of index arbitrage : a report. Washington: U.S. G.P.O., 1987.

Library of Congress. Congressional Research Service, ed. Program trading: Participation in index arbitrage. Washington, D.C: Congressional Research Service, Library of Congress, 1986.