Efficient Capital Markets : II

By Eugene F. Fama. 2007

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Citations in the corpus

Are Markets Truly Efficient? Experiments Using Deep Learning Algorithms for Market Movement Prediction (2018, neutral): “In a follow up article more than three decades later, [2] revisited the evidence on market efficiency, and found in favor of its broad existence using effective methods, especially event studies.”
Financial modeling using Gaussian process models (2011, methodology): “…mostly accepted by mathematicians and ﬁnancial engineers, due to the economic arguments, indecisive experimental proofs against it and greater ease of computation [5] of related modeling This work has been supported by the Slovenian Research Agency, bilateral project BI-CZ/10-11-014 and grants Nos.”
Multifactor models and their consistency with the ICAPM (2012, unknown): “This pricing equation represents the theory behind many multifactor models in the empirical asset pricing literature, leading Fama (1991) to call the ICAPM a fishing license.”
The application of continuous-time random walks in finance and economics (2006, background): “No assumption on the rationality or the behaviour of trading agents is necessary and also the efficient market hypothesis [99,100] can be neglected.”
Agent-based Computational Finance (2006, background): “Most applications to date have stayed with myopic preferences since the added complexity of moving to an intertemporal framework is significant.”
Topic Modeling based Sentiment Analysis on Social Media for Stock Market Prediction (2015, methodology): “According to the EMH (Fama et al., 1969; Fama, 1991), the current stock market fully reﬂects all available information.”
How do investors respond to Green Company Awards in China (2013, background): “In an efficient capital market, stock prices on any day fully reflect profits a firm is expected to earn in the future (Fama, 1991).”
Prediction-based portfolio optimization model using neural networks (2009, background): “TheEfficient Market Hypothesis(EMH), the theoretical framework that guides the discussio n around this question, has been under empirical testing and reviewing for the past several decade s [7,8,9,10].”
Behavioral Finance: Finance with Normal People (2014, background): “As Fama (1991) noted, market efficiency per se is not testable.”
Stock Trading Using RSPOP: A Novel Rough Set-Based Neuro-Fuzzy Approach (2006, background): “The efficient market hypothesis (EMH) [4] is generally Manuscript received May 12, 2005; revised August 11, 2005.”
Commodity futures and market efficiency (2013, background): “Efficient market hypothesis (EMH) has been a cornerstone of financial economics for decades and it has been brought to the forefront by the influential paper of Fama (1970), summarizing the empirical findings based on efficient market hypotheses by Fama (1965) and Samuelson (1965). Even though the a”
... and the Cross-Section of Expected Returns (2013, unknown): “Our research quantifies the warnings of both Fama (1991) and Schwert (2003). We attempt to navigate the zoo and establish new benchmarks to guide empirical asset pricing tests.”