Market Efficiency, vol Two volume set

Edited by Andrew Lo ()

in Books from Edward Elgar Publishing

Abstract: These two volumes bring together the most influential articles surrounding the Efficient Markets Hypothesis debate, from Paul Samuelson’s pathbreaking proof that properly anticipated prices fluctuate randomly to Fischer Black’s study of noise traders, from Eugene Fama’s empirical implementation of the Efficient Markets Hypothesis to Robert Merton’s analysis of stock price volatility.

Keywords: Economics and Finance (search for similar items in EconPapers)
JEL-codes: F5 (search for similar items in EconPapers)
Date: 1997
ISBN: 9781858981611
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