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Stock return variances : The arrival of information and the reaction of traders

French, Kenneth R.; Roll, Richard - In: Journal of Financial Economics 17 (1986) 1, pp. 5-26

Persistent link: https://www.econbiz.de/10005210532

Stock return variances : the arrival of information and the reaction of traders

French, Kenneth Ronald - In: Journal of financial economics 17 (1986) 1, pp. 5-26

Persistent link: https://www.econbiz.de/10001015141

Black Monday and the future of financial markets

Kamphuis, Robert W. (ed.); Barro, Robert J. (contributor); … - 1989

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The adjustment of stock prices to new information

Fama, Eugene F.; Fisher, Lawrence; Jensen, Michael C. - In: International economic review 10 (1969) 1, pp. 1-21

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The adjustment of stock prices to new information

Fama, Eugene F.; Fisher, Lawrence; Jensen, Michael C. - In: Security evaluation and portfolio analysis, (pp. 322-343). 1972

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The adjustment of stock prices to new information

Fama, Eugene F.; Fisher, Lawrence; Jensen, Michael C. - In: Investment classics, (pp. 296-314). 1979

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Some properties of symmetric stable distributions

Fama, Eugene F.; Roll, Richard - In: Journal of the American Statistical Association : JASA 63 (1968), pp. 817-836

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The Adjustment of Stock Prices to New Information

Fama, Eugene F. - 2011

There is an impressive body of empirical evidence which indicates that successive price changes in individual common stocks are very nearly independent. Recent papers by Mandelbrot and Samuelson show rigorously that independence of successive price changes is consistent with an efficient market,...

Persistent link: https://www.econbiz.de/10012714972