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A Reappraisal of the Efficiency of Financial Markets

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Cover of 'A Reappraisal of the Efficiency of Financial Markets'

Table of Contents

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    Book Overview
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    Chapter 1 The NATO Advanced Research Workshop on “A Reappraisal of the Efficiency of Financial Markets”
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    Chapter 2 What do we Know about Stock Market “Efficiency”?
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    Chapter 3 Stock Price Reversals and Overreaction to News Events: A Survey of Theory and Evidence
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    Chapter 4 Comments on De Bondt’s “Stock Price Reversals and Overreaction to News Events: A Survey of Theory and Evidence”
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    Chapter 5 Seasonal Anomalies in Financial Markets: A Survey
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    Chapter 6 David Ikenberry and Josef Lakonishok “Seasonal Anomalies in Financial Markets: A Survey”
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    Chapter 7 Earnings Yield and Size Effects: Unconditional and Conditional Estimates
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    Chapter 8 A Look at the Validity of the CAPM in Light of Equity Market Anomalies: The Case of Belgian Common Stocks
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    Chapter 9 Market Size, PE Ratios, Dividend Yield and Share Prices: The UK Evidence
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    Chapter 10 Comments on Mario Levis “Market Size, PE Ratios, Dividend Yield and Share Prices: Their Impact on Common Stock Returns
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    Chapter 11 Canadian Calendar Anomalies and the Capital Asset Pricing Model
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    Chapter 12 Comments on C.B. Cadsby’s “Canadian Calendar Anomalies and the Capital Asset Pricing Model”
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    Chapter 13 An Investigation of Daily Seasonality in the Greek Equity Market
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    Chapter 14 Comments on Condoyanni, O’Hanlon and McLeay “An Investigation of Daily Seasonality in the Greek Equity Market”
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    Chapter 15 Random Walks and Anomalies on the Copenhagen Stock Exchange in the 1890’s
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    Chapter 16 Comments on L P Jennergren and B Sorensen “Random Walks and Anomalies on the Copenhagen Stock Exchange in the 1890’s”
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    Chapter 17 January Skewness, Another Enigma?
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    Chapter 18 Forecasting Price Trends at the Lisbon Stock Exchange
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    Chapter 19 Comments on Nuno Crato and Alvaro Assis Lopes “The Lisbon Stock Exchange: A Particularly Disturbing Market”
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    Chapter 20 The Market for Initial Public Offerings. An analysis of the Amsterdam Stock Exchange (1982–1987)
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    Chapter 21 French New Issues, Underpricing and Alternative Methods of Distribution
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    Chapter 22 Going Public in the F.R.G.
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    Chapter 23 Trading Rules Around Repurchase Tender Offers
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    Chapter 24 Price-Conditional Vector Autoregressions and Theories of Stock Price Determination
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    Chapter 25 Comments on R J Shiller: “Price-conditional Vector Autoregressions and Theories of stock price determination”
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    Chapter 26 Is the UK Equity Market Consistent with the “Efficient Markets” Model?
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    Chapter 27 Are UK Stock Prices Excessively Volatile: A Comment
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    Chapter 28 Rational Expectations and Perfect Foresight Prices
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    Chapter 29 A Re-Examination of Excess Rational Price Approximations and Excess Volatility in the Stock Market
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    Chapter 30 Comments on Gary Shea “Ex-Post Rational Price Approximations and the Empirical Reliability of the Present Value Relation
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    Chapter 31 The Italian Stock Market: Efficiency and Price Formation
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    Chapter 32 The Impact of EMH Logic in Practice
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    Chapter 33 Comments on Simon M. Keane “The Impact of EMH Logic in Practice”
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    Chapter 34 The Efficiency of the Chicago Board of Trade Futures and Futures Options Markets
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    Chapter 35 The Stability of Speculative Profits in the Foreign Exchanges
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    Chapter 36 Further Evidence Against the Efficiency of Futures Markets
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    Chapter 37 Comments on Stephen J. Taylor and Abdelkamel Tari “Further Evidence Against the Efficiency of Futures Markets”
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    Chapter 38 Analyst Expectations and Risk Premia in the Forward Foreign Exchange Market: An Empirical Examination
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    Chapter 39 Comments on Peter Pope and David Peel “Analyst Expectations and Risk Premia in the Forward Foreign Exchange Market: An Empirical Examination
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    Chapter 40 Monetary and Economic Influences in Econometric Models of International Commodity Price Behaviour
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    Chapter 41 Comments on W. Labys, H. Thomas and D. Gijsbers “Monetary and Economic Influences in Econometric Models of International Commodity Price Speculation”
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    Chapter 42 Market Efficiency and Commodity Prices — Forecasting Soyabean Prices on the Chicago Market
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    Chapter 43 Purchasing Maize Futures Under a Deadline: Testing and Risk-Yield Evaluation of a Price-Trend Buying Policy
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    Chapter 44 Comments on J.S. Cabral and R.M.C. Guimaraes: Purchasing maize futures under a deadline — testing and risk-yield evaluation of a price-trend buying policy
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    Chapter 45 A State-Space Approach to Forecasting Commodity Prices
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    Chapter 46 An Empirical Test of the OPM Based on EOE-Transactions Data
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    Chapter 47 The Pricing of Euromarket Warrants on Japanese Stocks a Preliminary Study
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    Chapter 48 Discussant
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Title
A Reappraisal of the Efficiency of Financial Markets
Published by
Springer-Verlag Berlin Heidelberg, January 1989
DOI 10.1007/978-3-642-74741-0
ISBNs
978-3-64-274741-0, 978-3-64-274743-4
Editors

Rui M.C. Guimaraes, Brian G. Kingsman, Stephen Taylor

Mendeley readers

The data shown below were compiled from readership statistics for 4 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 4 100%

Demographic breakdown

Readers by professional status Count As %
Student > Doctoral Student 2 50%
Student > Bachelor 1 25%
Professor 1 25%
Readers by discipline Count As %
Economics, Econometrics and Finance 3 75%
Business, Management and Accounting 1 25%