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Notes

29 April, 2015 - 15:03
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  1. Fox, Justin (2009). Myth of the Rational Market. Harper Business. ISBN 0-06-059899-9.
  2. Nocera, Joe (5 June 2009). "Poking Holes in a Theory on Markets". New York Times. Retrieved 8 June 2009.
  3. Lowenstein, Roger (7 June 2009). "Book Review: 'The Myth of the Rational Market' by Justin Fox". Washington Post. Retrieved 5 August 2011.
  4. Desai, Sameer (27 March 2011). "Efficient Market Hypothesis". Retrieved 2 June 2011.
  5. Kirman, Alan. "Economic theory and the crisis." Voxeu. 14 November 2009. http://www.voxeu.org/index.php?q=node/4208
  6. See Working (1934), Cowles and Jones (1937), and Kendall (1953), and later Brealey, Dryden and Cunningham.
  7. Fox J. (2002). Is The Market Rational? No, say the experts. But neither are you--so don't go thinking you can outsmart it. Fortune.
  8. Empirical papers questioning EMH:
  9. Francis Nicholson. Price-Earnings Ratios in Relation to Investment Results. Financial Analysts Journal. Jan/Feb 1968:105-109.
  10. Sanjoy Basu. (1977). Investment Performance of Common Stocks in Relation to Their Price-Earnings Ratios: A test of the Efficient Markets Hypothesis. Journal of Finance 32:663-682.
  11. Rosenberg B, Reid K, Lanstein R. (1985). Persuasive Evidence of Market Inefficiency. Journal of Portfolio Management 13:9-17.
  12. Fama E, French K. (1992). The Cross-Section of Expected Stock Returns. Journal of Finance 47:427-465
  13. Beechey M, Gruen D, Vickrey J. (2000). The Efficient Markets Hypothesis: A Survey. Reserve Bank of Australia.
  14. Cootner (ed.), Paul (1964). The Random Character of StockMarket Prices. MIT Press.
  15. Fama, Eugene (1965). "The Behavior of Stock Market Prices". Journal of Business 38: 34–105. doi:10.1086/294743.
  16. Samuelson, Paul (1965). "Proof That Properly Anticipated Prices Fluctuate Randomly". Industrial Management Review 6: 41–49.
  17. Fama, Eugene (1970). "Efficient Capital Markets: A Review of Theory and Empirical Work". Journal of Finance 25 (2): 383–417. doi:10.2307/2325486.
  18. Jung, Jeeman; Shiller, Robert (2005). "Samuelson's Dictum And The Stock Market". Economic Inquiry 43 (2): 221–228. doi:10.1093/ei/cbi015.
  19. Michaely R, Thaler RH, Womack K. (1993). Price Reactions to Dividend Initiatives and Omissions: Overreaction or Drift? Cornell University, Working Paper.
  20. Saad, Emad W., Student Member, IEEE; Prokhorov, Danil V. Member , IEEE; and Wunsch,II, Donald C. Senior Member, IEEE (November, 1998). "Comparative Study of Stock Trend Prediction Using Time Delay, Recurrent and Probabilistic Neural Networks". IEEE Transactions on Neural Networks 9 (6): 1456–1470. doi:10.1109/72.728395. PMID 18255823.
  21. Granger, Clive W. J. & Morgenstern, Oskar (5 May 2007). "Spectral Analysis Of New York Stock Market Prices". Kyklos 16 (1): 1–27. doi:10.1111/j.1467-6435.1963.tb00270.x.
  22. Kleinberg, Jon; Tardos, Eva (2005). Algorithm Design. Addison Wesley. ISBN 0-321-29535-8.
  23. Nisan, Roughgarden, Tardos, Vazirani (2007). Algorithmic Game Theory. Cambridge University Press. ISBN 0-521-87282-0.
  24. Chen, Y; Fortnow, L; Nikolova, E; Pennock, D (2007). "Betting on permutations". Proceedings of the 8th ACM conference on Electronic commerce 8: 326–335. ISBN 978-1-59593-653-0.
  25. Shiller, Robert (2005). Irrational Exuberance (2d ed.). Princeton University Press. ISBN 0-691-12335-7.
  26. Burton G. Malkiel (2006). A Random Walk Down Wall Street. ISBN 0-393-32535-0. p.254.
  27. Chan, Kam C.; Gup, Benton E. & Pan, Ming-Shiun (4 Mar 2003). "International Stock Market Efficiency and Integration: A Study of Eighteen Nations". Journal of Business Finance & Accounting 24 (6): 803–813. doi:10.1111/1468-5957.00134.
  28. Dreman David N. & Berry Michael A. (1995). "Overreaction, Underreaction, and the Low-P/E Effect". Financial Analysts Journal 51 (4): 21–30. doi:10.2469/faj.v51.n4.1917.
  29. Ball R. (1978). Anomalies in Relationships between Securities' Yields and Yield-Surrogates. Journal of Financial Economics 6:103-126
  30. Dreman D. (1998). Contrarian Investment Strategy: The Next Generation. Simon and Schuster.
  31. DeBondt, Werner F.M. & Thaler, Richard H. (1985). "Does the Stock Market Overreact". Journal of Finance 40: 557–558.
  32. Chopra, Navin; Lakonishok, Josef; & Ritter, Jay R. (1985). "Measuring Abnormal Performance: Do Stocks Overreact". Journal of Financial Economics 31 (2): 235–268. doi:10.1016/0304-405X(92)90005-I.
  33. Burton Malkiel. Investment Opportunities in China. July 16, 2007. (34:15 mark)
  34. Hebner, Mark (12 August 2005). "Step 2: Nobel Laureates". Index Funds: The 12-Step Program for Active Investors. Index Funds Advisors, Inc.. Retrieved 12 August 2005.
  35. Thaler RH. (2008). 3Q2008. Fuller & Thaler Asset Management.
  36. "A Non-Random Walk Down Wall Street". Princeton University Press.
  37. Hurt III, Harry (19 March 2010). "The Case for Financial Reinvention". The New York Times. Retrieved 29 March 2010.
  38. Hoffman, Greg (14 July 2010). "Paul the octopus proves Buffett was right". Sydney Morning Herald. Retrieved 4 August 2010.
  39. Malkiel, A Random Walk Down Wall Street, 1996
  40. "Sun finally sets on notion that markets are rational". The Globe and Mail. 7 July 2009. Retrieved 7 July 2009.
  41. Paul Volcker (October 27, 2011). "Financial Reform: Unfinished Business". New York Review of Books. Retrieved 22 November 2011.
  42. "Has 'guiding model' for global markets gone haywire?". Jerusalem Post. 11 June 2009. Retrieved 17 June 2009.
  43. "After the Blowup". The New Yorker. 11 January 2010. Retrieved 12 January 2010.
  44. Jon E. Hilsenrath, Stock Characters: As Two Economists Debate Markets, The Tide Shifts. Wall Street Journal 2004
  45. Michael Simkovic, "Secret Liens and the Financial Crisis of 2008", American Bankruptcy Law Journal 2009
  46. Michael Simkovic, "Competition and Crisis in Mortgage Securitization"
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