The Behavior of Stock-Market Prices
Bibliographic Data
| ID | 23345211 |
|---|---|
| Authors | Eugene F Fama (corresponding author) |
| Year | 1965 |
| Volume | 38 |
| Issue | 1 |
| Pages | 34 |
| Publication date | 1965-01-01 |
| Peer Reviewed | Yes |
| Open Access | No |
| Type | ARTICLE |
| Venue | The Journal of Business (JOURNAL) |
| Journal identifiers | ISSN: 0021-9398 • E-ISSN: 1537-5374 |
| Publisher | University of Chicago Press (PUBLISHER • US) |
| DOI | 10.1086/294743 |
| OpenAlex | W2090637028 |
| Language | EN |
| Citations received | 219 |
Business · Economics · Financial economics · Geography · Monetary economics · Stock market · Corporate Finance and Governance · Financial Markets and Investment Strategies · Financial Reporting and Valuation Research
Unlocking the puzzle
Eurocrisis and the myths of European redistribution
Time–Frequency Spillovers and Connectedness between Chinese Climate Risk Perception and Energy Markets
Is Socially Responsible Indices Weak Form of Efficient Market? Evidences from Developing Economies
Re-engineering scientific credit in the era of the globalized information economy
A new proposal for efficiency quantification of capital markets in the context of complex non-linear dynamics and chaos
Performance appraisals of ICT companies in the Tehran stock market
Why econometricians don't replicate (although they do reproduce)
Anomalies
Comparing Density Forecasts via Weighted Likelihood Ratio Tests
Multivariate Tests of Mean–Variance Efficiency With Possibly Non-Gaussian Errors
The Message in Daily Exchange Rates
T -Statistic Based Correlation and Heterogeneity Robust Inference
The New York Stock Market Crash
Pandemic Shocks and Household Spending
Looking for Those Natural Numbers
A pénzügyi tér és a regionális tudomány frontvonalai. Lengyel Imre vitaindító tanulmányának apropóján
Hotels' Covid-19 innovation and performance
Anomalías de calendario en los mercados accionarios latinoamericanos
Information in the Marketplace
Reakcja cen akcji na rewizje składu indeksu WIG20
Une évaluation empirique de l'efficience du marché des changes
Reponse de J.-J. Rosa
On Some Sample Path Properties of Intra-Day Futures Prices
The Capital Asset Pricing Model and the Investment Horizon
A Closer Look at the Implications of the Stable Paretian Hypotheses
The Efficiency of the Market for Foreign Exchange Under Floating Exchange Rates
When Can Price be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models
Conditional Exchange-Rate Volatility and the Volume of International Trade
A Comparison of Maximum Likelihood Versus Blue Estimators
A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return
Rhetoric, Risk, and Markets
Risk and the Valuation of Common Stock
Risk, Return, and Portfolio Analysis
The Competitive Effects of Trust-Busting
Risk, Return, and Equilibrium
Noise Trader Risk in Financial Markets
Risk, Return, and Equilibrium
Nobel Lecture
Risk, Return, and Portfolio Analysis
On the social psychology of the stock market
The oracle or the crowd? Experts versus the stock market in forecasting ceasefire success in the Levant
Problems in the Paternity of Econometrics
Weak-Form Efficiency in the Nineteenth Century
The European Exchange Rate Mechanism and the Volatility of the Sterling- Deutschemark Exchange Rate
Bubbles and Crises
An Engine, Not a Camera
Contrarian Trading Strategies
Time‐Series Analysis
Conditional Heteroskedasticity in Asset Returns
Answering the Skeptics
Twitter mood predicts the stock market
ARCH modeling in finance
Modeling and Forecasting Realized Volatility
Stock Market Prices Do Not Follow Random Walks
Testing the predictability of the Saudi market indices returns
Freshwater, saltwater and deepwater
The Economic Crisis is a Crisis for Economic Theory
Political speeches and stock market performance
Comprehending and Regulating Financial Crises
The Efficient Market Hypothesis, the Gaussian Assumption, and the Investment Management Industry
Comprendre la formation des prix des actifs financiers
A treatise of randomness tested also in marine accidents
How should I know? Lack of confidence biases stock market expectations toward zero
Exploring weak-form efficiency in global Islamic stock markets
Relación predictiva no lineal entre el PIB per cápita y la tasa de mortalidad
The CoRisk-Index
Investors matter when prices are dispersed
Outperforming the market
Stylised facts and close dialogue redux
Stock market prediction using artificial intelligence
Calendar Effects in Daily Returns in Indian Stock Market
Semi-Strong Form Efficiency of Gold Market
Government interventions and stock market performance during Covid-19 pandemic
Graph Representation Learning of Multilayer Spatial–Temporal Networks for Stock Predictions
The Modelling of Exchange Rate Volatility Using Arch-Garch Models
Do the Johannesburg Stock Exchange Firms Manage Earnings Differently During High- and Low-Sentiment States
Subjective Well-Being of Chief Executive Officers and Its Impact on Stock Market Volatility During the Covid-19 Pandemic in Poland
Hisse Senedi Piyasalarının Zayıf Form Piyasa Etkinliğinin Küresel Ölçekte Karşılaştırılması
Alternatif Varlık Fiyatlandırma Modelleri ve Borsa İstanbul'da Uygulama
Comparison of the Effects of the Covid 19 Pandemic on Global Islamic and Traditional Indices
E. L. Smith’s Enduring Contributions to Financial Economics
The efficient market hypothesis and rational expectations macroeconomics. How did they meet and live (happily) ever after
Interpreting the modern history of finance theory from Henri Poincaré’s perspective
Lombard Street revisited? Bagehot’s rules and Bernanke’s interpretation
A. D. Roy—a pioneer in financial economics
The communicative impact of terrorist attacks on the financial marketplace
Fast & furious
How Stock Prices Behave in Response to Institutional Development
Identifying possible misspecification in South African soybean oil futures contracts
News flow as a determinant of the voting premium of dual-class shares
Financial forecasting improvement with LSTM-Arfima hybrid models and non-Gaussian distributions
The dynamical relation between price changes and trading volume
Random walks, Hurst exponent, and market efficiency
Mission Impossible
Domestic exchange rate determination in Renaissance Florence
Samuelson vs Fama on the Efficient Market Hypothesis
Long memory in the volatility of China stock returns
Modeling volatility of size, value and financial leverage‐sorted portfolios
The political advantage of a volatile market
| Unique citing works | 219 |
|---|---|
| Citations per year | 3,84 |
| Citation span | 1969 - 2026 (58) |
| Citation velocity | current |
| Highly cited | Yes |
| Citation types | Neutral: 173 |