SOME ANOMALOUS EVIDENCE REGARDING MARKET EFFICIENCY

被引:473
作者
JENSEN, MC
机构
关键词
D O I
10.1016/0304-405X(78)90025-9
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:95 / 101
页数:7
相关论文
共 12 条
[11]   INFORMATION-CONTENT OF DISCOUNTS AND PREMIUMS ON CLOSED-END FUND SHARES [J].
THOMPSON, R .
JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (2-3) :151-186
[12]   SYSTEMATIC ABNORMAL RETURNS AFTER QUARTERLY EARNINGS ANNOUNCEMENTS [J].
WATTS, RL .
JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (2-3) :127-150