Nato ASI Subseries F:

A Reappraisal of the Efficiency of Financial Markets

Editors: Guimaraes, Rui M.C., Kingsman, Brian G., Taylor, Stephen (Eds.)

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About this book

The behaviour of market prices is a fascinating subject for researchers. Opinions vary substantially. from the view that prices accurately and quickly reflect relevant information to the other extreme that prices are not rationally determined and are hence to some degree predictable. This diversity of belief about the efficiency of markets is reflected in these proceedings of the NATO Advanced Research Workshop on "A reappraisal of the efficiency of financial markets". The thirty-one workshop papers cover stock. currency and commodity markets. We are pleased to have contributions on markets in eleven NATO countries: Belgium. Canada. Denmark. France. Germany. Greece. Italy. the Netherlands. Portugal. the United Kingdom and the United States. The workshop papers thus provide a wide-ranging account of contemporary research into financial markets worldwide. The workshop was held at the Hotel do Mar. Sesimbra. Portugal from April 11 th to April 15th. 1988. We record our gratitude to Jose Cabral for ensuring the smooth progress of the workshop. The generous financial assistance of NATO was supplemented by contributions from: The Chicago Board of Trade. Alianca Seguradora. Banco Comercial Portugues. Fundacao Luso-Americana Para 0 Desenvolvimento. Junta Nacional de Investigacao Cientifica e Tecnologica. We speak for all the workshop participants in expressing our thanks to all our sponsors. Rui M. Campos Guimaraes. University of Porto.

Table of contents (48 chapters)

  • The NATO Advanced Research Workshop on “A Reappraisal of the Efficiency of Financial Markets”

    Guimaraes, Rui M. C. (et al.)

    Pages 1-24

  • What do we Know about Stock Market “Efficiency”?

    Ball, Ray

    Pages 25-55

  • Stock Price Reversals and Overreaction to News Events: A Survey of Theory and Evidence

    Bondt, Werner F. M.

    Pages 57-84

  • Comments on De Bondt’s “Stock Price Reversals and Overreaction to News Events: A Survey of Theory and Evidence”

    Ridder, Adri

    Pages 85-86

  • Seasonal Anomalies in Financial Markets: A Survey

    Ikenberry, David (et al.)

    Pages 87-111

Buy this book

eBook $109.00
price for USA (gross)
  • ISBN 978-3-642-74741-0
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $149.00
price for USA
  • ISBN 978-3-642-74743-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
A Reappraisal of the Efficiency of Financial Markets
Editors
  • Rui M.C. Guimaraes
  • Brian G. Kingsman
  • Stephen Taylor
Series Title
Nato ASI Subseries F:
Series Volume
54
Copyright
1989
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-74741-0
DOI
10.1007/978-3-642-74741-0
Softcover ISBN
978-3-642-74743-4
Series ISSN
0258-1248
Edition Number
1
Number of Pages
XI, 804
Topics