|
Факторинг Поведенческие финансы Campbell J., Shiller, R. (1988) The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors. Review of Financial Studies, Vol. 1, pp. 195-228. Campbell, J., Shiller, R. (1998) Valuation Ratios and the Long-Run Stock Market Outlook. Journal of Portfolio Management, Vol. 25, pp. 11-26. Campbell, J., Cochrane, J. (1999) By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior. Journal of Political Economy, Vol. 107, pp. 205-251. Chan, K.C. (1988) On the Contrarian Investment Strategy. Journal of Business, Vol. 61, pp. 147-163. Cochrane, J. (1988) How Big Is the Random Walk in GNPl Journal of Political Economy, Vol. 96, pp. 893-920. Cochrane, J. (1991) Volatility Tests and Efficient Markets: A Review Essay. Journal of Monetary Economics, Vol. 27, pp. 463-485. Cochrane, J. (1992) Explaining the Variance of Price-Dividend Ratios. Review of Financial Studies, Vol. 5, pp. 243-280. Cochrane, J. (1994) Permanent and Transitory Components of GNP and Stock Prices. Quarterly Journal of Economics, Vol. 108, pp. 241-265. Cochrane, J. (1994) Shocks. Carnegie-Rochester Conference Series on Public Policy, Vol. 41, pp. 295-364. Cochrane, J. (1997) Where is the Market Going?UncertainFacts and Novel Theories. Ecorwmics Perspectives, Federal Reserve Bank of Chicago, Vol. 21, pp. 3-37. Cochrane, J. (1999) New Facts in Finance. Economics Perspectives, Federal Reserve Bank of Chicago, Vol. 23, pp. 36-58. Cootner, P. (1962) Stock Prices: Random vs. Systematic Changes. Industrial Management Review, Vol. 3, pp. 24-45. Cootner, R (1964) The Random Character of Stock Prices. Cambridge, MA: MIT Press. Cornell, В., Roll, R. (1981) Strategies for Pairwise Competitions in Markets and Organizations. Bell Journal of Economics, Vol. 12, pp. 201-216. Cowles, A. (1933) Can Stock Market Forecasters Forecast? Econometrica, Vol. 1, pp. 309-324. Cowles, A. (1944) Stock Market Forecasting. Econometrica, Vol. 12, pp. 206- 214. Cowles, A. (1960) A Revision of Previous Conclusions Regarding Stock Price Behavior. Econometrica, Vol. 28, pp. 909-915. Cowles, A., Jones, H. (1937) Some A Posteriori Probabilities in Stock Market Prices. Econometrica, Vol. 5, pp. 280-294. Cutler, D., Poterba. J., Summers, L (1989) What Moves Stock Prices? Journal of Portfolio Management, Vol. 15, pp. 4-12. Dann, L, Mayers, D., Raab, R. (1977) Trading Rules, Lai;ge Blocks and the Speed of Price Adjustment. Journal of Financial Economics, Vol. 4, pp. 3-22. Daniel, K., Hirshleifer, D., Subrahmanyam, A. (1998) Investor Psychology and Security Market Under-and Overreaction. Journal of Finance, Vol. 53, pp. 1839- 1885. Daniel, K., Titman, S. (1999) Market Efficiency in an Irrational Worid. FinandaZ Analysts Journal, Vol. 55, pp. 28-40. DeBondt, W. (1991) What Do Economists Khow About Stock Market? Journal of Portfolio Management, Vol. 17, pp. 84-91. DeBondt, W., Thaler, R. (1985) Does the Stock Market Overreact? Journal of Finance, Vol. 40, pp. 793-808. DeBondt, W., Thaler, R. (1987) Further Evidence on Investor Overreaction and Stock Market Seasonality. Journal of Finance, Vol. 42, pp. 557-581. DeBondt, W, Thaler, R. (1990) Do Security Analysts Overreact? American Economic Review, Vol. 80, pp. 52-57. DeLong. B. (1991) Did J. P. Morgans Men Add Value?: An Economists Perspective on Financial Capitalism. In Temin, P. (ed.) Inside the Business Enteфrise: Historical Perspectives on the Use of Information, Chicago, University of Chicago Press. DeLong, B. (1995) Can a Market Be Too Efficient? Unpublished manuscript. University of California at Berkeley. DeLong, В., Grossman, R. (1992) Excess Volatility* in the German Stock Market, 1876-1990. Unpublished manuscript. Harvard University. DeLong, В., Grossman, R. (1993) Excess Volatility* on the London Stock Market, 1870-1990. Unpublished manuscript. Harvard University. DeLong, В., Shleifer, A. (1991) The Stock Market Bubble of 1929: Evidence from Closed-End Mutual Funds. Journal of Economic History,Vol 51, pp. 675-700. DeLong, В., Shleifer, A (1992) Closed-End Funds Discounts./оигпа/ of Portfolio Management, Vol. 18, pp. 46-53. DeLong, В., Shleifer, A., Summers, L, Waldmann, R. (1989) The Size and Incidence of the Losses from Noise Trading. Journal of Finance, Vol. 44, pp. 681-696. DeLong, В., Shleifer, A., Summers, L, Waldmann, R. (1990) Positive Feedback Investment Strategies and Destabilizing Rational Speculation. Journal of Finance, Vol. 45, pp. 379-395. DeLong, В., Shleifer, A., Summers, L, Waldmann, R. (1990) Noise Trade Risk in Financial Markets. Journal cf Political Economy, Vol. 98, pp. 703-738. DeLong, В., Shleifer, A., Summers, L, Waldmann, R. (1991) The Survival of Noise Traders in Financial Markets. Journal of Business, Vol. 64, pp. 1-19. DeMarzo, P., Fishman, M., Hagerty, K. (1998) The Optimal Enforcement of Insider Trading Regulations. Journal of Political Economy, Vol. 106, pp. 602-632. Dimson, E., Mussavian, M., (1998) A Brief History of Market Efficiency. European Financial Management, Vol. 4, pp. 91-103. Dissanaike, G. (1994) On the Computation of Returns in Tests of the Stock Market Overreaction Hypothesis. Journal of Banking and Finance, Vol. 18, pp. 1083-1094. Dissanaike, G. (1997) Do Stock Market Investors Ovcneactl Journal of Business Finance and Accounting, Vol. 24, pp. 27-49. Dow, J., Gorton, G. (1994) Arbitrage Chains. Journal of Finance, Vol. 49, pp. 819-849. Dow, J., Gorton, G. (1997) Noise Trading, Delegated Portfolio Management, and Economic Welfare. Journal of Political Economy, Vol. 105, pp. 1024-1050. Dow, J., Gorton, G. (1997) Stock Market Efficiency and Economic Efficiency: Is There a Connection? Journal of Finance, Vol. 52, pp. 1087-II29. Eckbo, E., Smith, D. (1998) The Conditional Performance of Insider Trades. Journal of Finance, Vol. 53, pp. 467-498. Ederington, L, Lee, J. (1996) The Impact of Macroeconomic News on Financial Market. Journal of Applied Corporate Finance, Vol. 9, pp. 41-49. Fama, E. (1965) The Behavior of Stock Market Prices. Journal of Business, Vol. 34, pp. 34-105. Fama, E. (1965) Random Walks in Stock Prices. Financial Analysts Journal, September-October, pp. 55-59. Fama, E. (1970) Efficient Capital Markets: A Review of Theory and Empirical Work. Journal of Finance, Vol. 25, pp. 383-417. Fama, Е. (1970) Foundations of Finance: Portfolio Decisions and Securities Prices. New York: Basic Books. Fama, E. (1991) Efficient Capital Markets II. Journal of Finance, Vol. 46, pp. 1575-1617. Fama, E. (1998) Market Efficiency, Long-Term Returns, and Behavioral Finance. Journal of Financial Economics, Vol. 49, pp. 283-306. Fama, E., Blume, M. (1966) Filter Rules and Stock Market Trading. Journal of Business, Vol. 39, pp. 226-241. Fama, E, Fisher, L. Jensen, M., Roll R. (1969) The Adjustment of Stock Prices to New Information. International Economic Review, Vol. 10, pp. 1-21. Fama, E., French, K. (1988) Permanent and Temporary Components of Stock Prices. Journal of Political Economy, Vol. 96, pp. 246-273. Fama, E., French K. (1992) The Cross-Section of Expected Stock Returns. Journal of Finance, Vol. 47, pp. 427-465. Fama, E., French, K. (1993) Common Risk Factors in the Returns on Stocks and Bonds. Journal of Financial Economics, Vol. 33, pp. 3-56. Fama, E., French, K. (1996) Multifactor Explanations of Asset Pricing Anomalies. Journal of Finance, Vol. 51, pp. 55-84. Feldstein, M. (1980) Inflation and the Stock Market. Amencan Economic Review, Vol. 70, pp. 839-847. Ferson, W, Harvey, C. (1991) The Variation of Economic Risk Premiums./оигпа/ of Business, Vol. 99, pp. 38515. Ferson, W., Harvey, C. (1991) Sources of Predictability in Portfolio Returns. Financial Analysts Journal, May-June, pp. 49-56. Ferson, W, Harvey, C. (1993) The Risk andPredictabilityoflnternational Equity Returns. Review of Financial Studies, Vol. 6, pp. 527-566. Ferson, W., Harvey, C. (1993) Explaning the Predictability of Asset Returns. Research in Finance, Vol. 11, pp. 65-106. Ferson, W., Harvey, C. (1995) Predictability and Time-Varying Risk in Worid Equity Markets. Research in Finance, Vol. 13, pp. 25-88. Ferson, W., Harvey, C. (1994) Sources of Risk and Expected Return in Global Equity Markets. Journal of Banking and Finance, Vol. 18, pp. 775-803. Ferson, W, Harvey, C. (1994) An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns. In Frankel, J. (ed.) The Internationalization of Equity Markets. Chicago: University of Chicago Press. Ferson, W., Harvey, C. (1998) Fundamental Determinants of National Equity Market Returns: A Perspectives on Conditional Asset Pricing. Journal of Banking and Finance, Vol. 21, pp. 1625-1665. Finnerty, J. (1976) Insiders Activity and Inside Information: A Multivariate Analysis. Journal of Financial and Quantitative Analysis, Vol. 11, pp. 205-215. Finnerty, J. (1976) Insiders and Market Efficiency. Journal of Finance, Vol. 31, pp. 1141-1148. Finnerty, J. (1978) The Chicago Board Options Exchange and Market Efficiency. Journal of Financial and Quantitative Analysis, Vol. 13, pp. 29-38. Fisher, S., Merton, Л (1984) Macroeconomics and Finance: The Role of Stock Market. Carnegie-Rochester Conference Series on Public Policy, VoL 21, pp. 57-108. Fishman, M., Hagerty, K. (1989) Disclosure Decisions by Firms and the Competition for Price Efficiency. Journal of Finance, Vol. 44, pp. 633-646. Fishman, M., Hagerty, K. (1990) The Optimal Amound of Discretion to Allow in Disclosure. Quarterly Journal of Economics, Vol. 104, pp. 427-444.
|