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Some anomalous evidence regarding market efficiency

  • Published:1978-06 Issue:2-3 Volume:6 Page:95-101
  • ISSN:0304-405X
  • Container-title:Journal of Financial Economics
  • language:en
  • Short-container-title:Journal of Financial Economics

Author:

Jensen Michael C.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference13 articles.

1. Anomalies in relationships between securities' yields and yield-surrogates;Ball;Journal of Financial Economics,1978

2. Split information, stock returns and market efficiency;Charest;Journal of Financial Economics,1978

3. Dividend information, stock returns and market efficiency;Charest;Journal of Financial Economics,1978

4. The information content of option prices and a test of market efficiency;Chiras;Journal of Financial Economics,1978

5. Foundations of finance;Fama,1976

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