назад Оглавление вперед


[Старт] [1] [2] [3] [4] [5] [6] [7] [8] [9] [10] [11] [12] [13] [14] [15] [16] [17] [18] [19] [20] [21] [22] [23] [24] [25] [26] [27] [28] [29] [30] [31] [32] [33] [34] [35] [36] [37] [38] [39] [40] [41] [42] [43] [44] [45] [46] [47] [48] [49] [50] [51] [52] [53] [54] [55] [56] [57] [58] [59] [60] [61] [62] [63] [64] [65] [66] [67] [68] [69] [70] [71] [72] [73] [74] [75] [76] [77] [78] [79] [80] [81] [82] [83] [84] [85] [86] [ 87 ] [88] [89]


87

DeBondt, W., Thaler, R. (1987) Further Evidence on Investor Overreaction and Stock Market Seasonality. Journal of Finance, Vol. 42, pp. 557-581.

DeBondt, W, Thaler, R. (1990) Do Security Analysts Overreact? American Economic Review, Vol. 80, pp. 52-57.

DeLong. B. (1991) Did J. P. Morgans Men Add Value?: An Economists Perspective on Financial Capitalism. In Temin, P. (ed.) Inside the Business Enteфrise: Historical Perspectives on the Use of Information, Chicago, University of Chicago Press.

DeLong, B. (1995) Can a Market Be Too Efficient? Unpublished manuscript. University of California at Berkeley.

DeLong, В., Grossman, R. (1992) «Excess Volatility* in the German Stock Market, 1876-1990. Unpublished manuscript. Harvard University.

DeLong, В., Grossman, R. (1993) «Excess Volatility* on the London Stock Market, 1870-1990. Unpublished manuscript. Harvard University.

DeLong, В., Shleifer, A. (1991) The Stock Market Bubble of 1929: Evidence from Closed-End Mutual Funds. Journal of Economic History,Vol 51, pp. 675-700.

DeLong, В., Shleifer, A (1992) Closed-End Funds Discounts./оигпа/ of Portfolio Management, Vol. 18, pp. 46-53.

DeLong, В., Shleifer, A., Summers, L, Waldmann, R. (1989) The Size and Incidence of the Losses from Noise Trading. Journal of Finance, Vol. 44, pp. 681-696.

DeLong, В., Shleifer, A., Summers, L, Waldmann, R. (1990) Positive Feedback Investment Strategies and Destabilizing Rational Speculation. Journal of Finance, Vol. 45, pp. 379-395.

DeLong, В., Shleifer, A., Summers, L, Waldmann, R. (1990) Noise Trade Risk in Financial Markets. Journal cf Political Economy, Vol. 98, pp. 703-738.

DeLong, В., Shleifer, A., Summers, L, Waldmann, R. (1991) The Survival of Noise Traders in Financial Markets. Journal of Business, Vol. 64, pp. 1-19.

DeMarzo, P., Fishman, M., Hagerty, K. (1998) The Optimal Enforcement of Insider Trading Regulations. Journal of Political Economy, Vol. 106, pp. 602-632.

Dimson, E., Mussavian, M., (1998) A Brief History of Market Efficiency. European Financial Management, Vol. 4, pp. 91-103.

Dissanaike, G. (1994) On the Computation of Returns in Tests of the Stock Market Overreaction Hypothesis. Journal of Banking and Finance, Vol. 18, pp. 1083-1094.

Dissanaike, G. (1997) Do Stock Market Investors Ovcneactl Journal of Business Finance and Accounting, Vol. 24, pp. 27-49.

Dow, J., Gorton, G. (1994) Arbitrage Chains. Journal of Finance, Vol. 49, pp. 819-849.

Dow, J., Gorton, G. (1997) Noise Trading, Delegated Portfolio Management, and Economic Welfare. Journal of Political Economy, Vol. 105, pp. 1024-1050.

Dow, J., Gorton, G. (1997) Stock Market Efficiency and Economic Efficiency: Is There a Connection? Journal of Finance, Vol. 52, pp. 1087-II29.

Eckbo, E., Smith, D. (1998) The Conditional Performance of Insider Trades. Journal of Finance, Vol. 53, pp. 467-498.

Ederington, L, Lee, J. (1996) The Impact of Macroeconomic News on Financial Market. Journal of Applied Corporate Finance, Vol. 9, pp. 41-49.

Fama, E. (1965) The Behavior of Stock Market Prices. Journal of Business, Vol. 34, pp. 34-105.

Fama, E. (1965) Random Walks in Stock Prices. Financial Analysts Journal, September-October, pp. 55-59.

Fama, E. (1970) Efficient Capital Markets: A Review of Theory and Empirical Work. Journal of Finance, Vol. 25, pp. 383-417.



Fama, Е. (1970) Foundations of Finance: Portfolio Decisions and Securities Prices. New York: Basic Books.

Fama, E. (1991) Efficient Capital Markets II. Journal of Finance, Vol. 46, pp. 1575-1617.

Fama, E. (1998) Market Efficiency, Long-Term Returns, and Behavioral Finance. Journal of Financial Economics, Vol. 49, pp. 283-306.

Fama, E., Blume, M. (1966) Filter Rules and Stock Market Trading. Journal of Business, Vol. 39, pp. 226-241.

Fama, E, Fisher, L. Jensen, M., Roll R. (1969) The Adjustment of Stock Prices to New Information. International Economic Review, Vol. 10, pp. 1-21.

Fama, E., French, K. (1988) Permanent and Temporary Components of Stock Prices. Journal of Political Economy, Vol. 96, pp. 246-273.

Fama, E., French K. (1992) The Cross-Section of Expected Stock Returns. Journal of Finance, Vol. 47, pp. 427-465.

Fama, E., French, K. (1993) Common Risk Factors in the Returns on Stocks and Bonds. Journal of Financial Economics, Vol. 33, pp. 3-56.

Fama, E., French, K. (1996) Multifactor Explanations of Asset Pricing Anomalies. Journal of Finance, Vol. 51, pp. 55-84.

Feldstein, M. (1980) Inflation and the Stock Market. Amencan Economic Review, Vol. 70, pp. 839-847.

Ferson, W, Harvey, C. (1991) The Variation of Economic Risk Premiums./оигпа/ of Business, Vol. 99, pp. 38515.

Ferson, W., Harvey, C. (1991) Sources of Predictability in Portfolio Returns. Financial Analysts Journal, May-June, pp. 49-56.

Ferson, W, Harvey, C. (1993) The Risk andPredictabilityoflnternational Equity Returns. Review of Financial Studies, Vol. 6, pp. 527-566.

Ferson, W., Harvey, C. (1993) Explaning the Predictability of Asset Returns. Research in Finance, Vol. 11, pp. 65-106.

Ferson, W., Harvey, C. (1995) Predictability and Time-Varying Risk in Worid Equity Markets. Research in Finance, Vol. 13, pp. 25-88.

Ferson, W., Harvey, C. (1994) Sources of Risk and Expected Return in Global Equity Markets. Journal of Banking and Finance, Vol. 18, pp. 775-803.

Ferson, W, Harvey, C. (1994) An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns. In Frankel, J. (ed.) The Internationalization of Equity Markets. Chicago: University of Chicago Press.

Ferson, W., Harvey, C. (1998) Fundamental Determinants of National Equity Market Returns: A Perspectives on Conditional Asset Pricing. Journal of Banking and Finance, Vol. 21, pp. 1625-1665.

Finnerty, J. (1976) Insiders Activity and Inside Information: A Multivariate Analysis. Journal of Financial and Quantitative Analysis, Vol. 11, pp. 205-215.

Finnerty, J. (1976) Insiders and Market Efficiency. Journal of Finance, Vol. 31, pp. 1141-1148.

Finnerty, J. (1978) The Chicago Board Options Exchange and Market Efficiency. Journal of Financial and Quantitative Analysis, Vol. 13, pp. 29-38.

Fisher, S., Merton, Л (1984) Macroeconomics and Finance: The Role of Stock Market. Carnegie-Rochester Conference Series on Public Policy, VoL 21, pp. 57-108.

Fishman, M., Hagerty, K. (1989) Disclosure Decisions by Firms and the Competition for Price Efficiency. Journal of Finance, Vol. 44, pp. 633-646.

Fishman, M., Hagerty, K. (1990) The Optimal Amound of Discretion to Allow in Disclosure. Quarterly Journal of Economics, Vol. 104, pp. 427-444.



Fishman, М., Hagerty, К. (1992) Insider Trading and the Efficiency of Stock Prices. RAND Journal of Economics, Vol. 23, pp. 106-122.

French, K., Schwert. G., Stambaugh, R. (1987) Expected Stock Returns and Volatility. Journal of Financial Economics, Vol. 19, pp. 3-29.

Friedman, M. (1953) Essays in Positive Economics. Chicago: University of Chicago Press.

Froot, K., Scharfstein, D., Stein, J. (1992) Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation. Journal of Finance, Vol. 47, pp. 1461-1484.

Froot, K., Dabora, E. (1999) How are Stock Prices Affected by the Location of Trade? Journal of Financial Economics, Vol. 53, pp. 189-216.

Gaunt, C. (2000) Overreaction in the Australian Equity Market: 1974-1997. Pacific-Basin Finance Journal, Vol. 8, pp. 375-398.

Grossman, S. (1976) On the Efficiency of Competitive Stock Markets Where Traders Have Diverse Information. Journal of Finance, Vol. 31, pp. 573-585.

Grossman, S. (1977) The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities. Review of Economic Studies, Vol. 64, pp. 431-449.

Grossman, S. (1978) Further Results on the Informational Efficiency of Competitive Stock Markets. Journal cf Economic Theory, Vol. 18, pp. 81-101.

Grossman, S. (1981) An Introduction to the Theory of Rational Expectations under Asymmetric Information. Review of Economic Studies, Vol. 48, pp. 541-559.

Grossman, S., Shiller, R. (1981) The Determinants of the Variability of Stock Market Prices. American Economic Review, Vol. 71, pp. 222-227.

Grossman, S., Stiglitz, J. (1976) Infonnation and Competitive Price Systems. American Economic Review, Vol. 66, pp. 246-253.

Grossman, S., Stiglitz, J. (1980) On the Impossibility of Informationally Efficient Markets. American Economic Review, Vol. 70, pp. 393-408.

Hardouvelis, G. (1987) Macroeconomic Information and Stock Prices. Journal of Economics and Business, Vol. 39, pp. 131-140.

Haugen, R. (1999) The New Finance: A Case Against Efficient Markets. Upper Saddle River, NJ: Prentice-Hall.

Haugen, R. (1999) The Inefficient Stock Market: What Pays Off and Why. Upper Saddle River, NJ: Prentice-Hall.

Haugen, R. (1999) Beast on Wall Street: How Stock Volatility Devours Our Wealth. Upper Saddle River, NJ: Prentice-Hall.

Hirschey, M. (1998) How Much is a Tulip Worth? Financial Analysts Journal, July/August, pp. 11-17.

Hirshleifer, У. (1971) The Private and Social Value of Information and the Reward to Inventive Activity. American Economic Review, Vol. 61, pp. 561-574.

Hirshleifer, J. (1972) Liquidity, Uncertainty, and the Accumulation of Infonnation. In Carter, C, Ford, J. (ed.) Uncertainty and Expectations in Economics: Essays in Honor of G.L.S. Shackle. Oxford: Blackwell.

Hirshleifer, J. (1973) Where Are We in the Theory of Information? American Economic Review, Vol. 63, pp. 31-39.

Hirshleifer, J. (1977) The Theory of Speculation Under Alternative Regimes of Market. Journal of Finance, Vol. 32, pp. 975-999.

Hirshleifer, J. (1979) Speculation and Equilibrium: Information, Risk, and Markets. Quarterly Journal of Economics, Vol. 89, pp. 519-542.

[Старт] [1] [2] [3] [4] [5] [6] [7] [8] [9] [10] [11] [12] [13] [14] [15] [16] [17] [18] [19] [20] [21] [22] [23] [24] [25] [26] [27] [28] [29] [30] [31] [32] [33] [34] [35] [36] [37] [38] [39] [40] [41] [42] [43] [44] [45] [46] [47] [48] [49] [50] [51] [52] [53] [54] [55] [56] [57] [58] [59] [60] [61] [62] [63] [64] [65] [66] [67] [68] [69] [70] [71] [72] [73] [74] [75] [76] [77] [78] [79] [80] [81] [82] [83] [84] [85] [86] [ 87 ] [88] [89]