Efficient Markets Hypothesis

By Andrew W. Lo. 2007

212 citations recorded by the source corpus.

Subfields: Accounting, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/e6548509b1cc2e0b17d0dbdc48d25f23cdb78e4e

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. K. Lim
2. R. Brooks
3. Torsten M. Pieper

In Finance

1. K. Lim
2. R. Brooks
3. Torsten M. Pieper
4. Jae Hyun Kim

In Management Science and Operations Research

1. K. Lim
2. R. Brooks
3. Torsten M. Pieper
4. Christian M. Ringle
5. Marko Sarstedt

Citations in the corpus

• The Evolution of Stock Market Efficiency Over Time: A Survey of the Empirical Literature (2011, background): “Campbell et al. (1997), Lo and MacKinlay (1999) and Lo (2008) have repeatedly argued that perfect efficiency is an idealization that is unattainable in practice.”
• Non solus: Toward a psychology of family business (2010, background): “…& Thaler, 1985), herding (Huberman & Regev, 2001), and loss aversion (Kahneman & Tversky, 1979; Shefrin & Statman, 1985; Odean, 1998), among other psychological and sociological concepts such as emotions and affect (see Lo, 2007; Lo & Repin, 2002; Loewenstein, 2000; Prechter & Parker, 2007).”