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Eugene F. Fama: Nobel Prize for 2013: Capital Market Efficiency [PDF]
Bankarstvo, 2015 In 2013 the Nobel Prize in Economic Sciences was awarded to the American economists, Eugene Fama, Lars Peter Hansen and Robert Shiller. The monetarists, Fama and Hansen, from the University of Chicago, and the Neo- Keynesian, Shiller, from the Yale ...
Svetlana Pantelić
exaly +5 more sources
Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller [PDF]
Scandinavian Journal of Economics, 2014 AbstractThe Nobel Memorial Prize in Economic Sciences for 2013 was awarded to Eugene Fama, Lars Peter Hansen, and Robert Shiller for their contributions to the empirical study of asset pricing. Some observers have found it hard to understand the common elements of the laureates' research, preferring to highlight areas of disagreement among them.
John Y Campbell
exaly +3 more sources
Samuelson vs Fama on the Efficient Market Hypothesis: The Point of View of Expertise
OEconomia, 2019 This paper investigates the polysemic character of the Efficient Market Hypothesis through a comparison of the contributions of the two authors who introduced this hypothesis in 1965, Eugene Fama and Paul Samuelson.
Thomas Delcey
exaly +3 more sources
PressacademiaPurpose- During the post-pandemic exit period, while the Russia-Ukraine War was ongoing and the earthquake disaster was following, the fiscal policy in which macroprudential measures were implemented between December 2021 and May 2023 was frequently criticized in the mainstream and accused of being unscientific, claiming that it was an economic ...
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Eugene Fama, der Nicht-Begründer der Effizienzmarkthypothese [PDF]
Wirtschaft und Gesellschaft, 2012 Helge Peukert
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Capital market efficiency III [PDF]
Bankarstvo, 2015 In 2013 the Nobel Prize in Economic Sciences was awarded to the American economists, Eugene Fama, Lars Peter Hansen and Robert Shiller. The monetarists, Fama and Hansen, from the University of Chicago, and the Neo- Keynesian, Shiller, from the Yale ...
Pantelić Svetlana
doaj +1 more source
Robert J. Shiller: Nobel prize for 2013: Capital market efficiency [PDF]
Bankarstvo, 2015 In 2013 the Nobel Prize in Economic Sciences was awarded to the American economists, Eugene Fama, Lars Peter Hansen and Robert Shiller. The monetarists, Fama and Hansen, from the University of Chicago, and the Neo- Keynesian, Shiller, from the Yale ...
Pantelić Svetlana
doaj +1 more source
Complexity, 2022 This study compares the three-factor model (F&F model) proposed by Eugene Fama and Kenneth French with Daniel and Titman’s Characteristics Model (D&T model) using the data of Indian stock returns for the period of 25 years from 1993 to 2018.
Samreen Akhtar +3 more
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Auge e declínio da hipótese dos mercados eficientes
Brazilian Journal of Political Economy, 2020 RESUMO Eugene Fama define um mercado como eficiente se refletir totalmente as informações existentes sobre os valores fundamentais de um ativo financeiro.
LUIZ ANTÔNIO DE OLIVEIRA LIMA
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L’étrange silence du Nobel Prize Committee sur la « théorie des marchés efficients »
Revue de la Régulation, 2013 The 2013 “Nobel Prize” in Economic Sciences was awarded to Eugene Fama and Robert Shiller, who are known for their opposing positions on the theory of “efficient financial markets.” Yet in the official prize announcement, the jury fails to mention this ...
Bernard Guerrien, Ozgur Gun
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