効率的市場仮説 (Japanese Wikipedia)

Analysis of information sources in references of the Wikipedia article "効率的市場仮説" in Japanese language version.

refsWebsite
Global rank Japanese rank
2nd place
6th place
1st place
1st place
7th place
63rd place
703rd place
5,411th place
26th place
275th place
28th place
188th place
934th place
57th place
1,135th place
5,458th place
34th place
255th place
low place
low place
low place
low place
4,270th place
7,121st place
1,922nd place
low place
low place
low place
6,781st place
low place
4th place
24th place
140th place
599th place
9th place
8th place
low place
low place
low place
low place
741st place
1,856th place
1,953rd place
2,919th place
132nd place
777th place
293rd place
1,518th place
1,785th place
8,686th place
544th place
2,030th place
30th place
177th place
146th place
933rd place
2,333rd place
low place

businessinsider.com

cnn.com

money.cnn.com

doi.org

  • Fama, Eugene (1970). “Efficient Capital Markets: A Review of Theory and Empirical Work”. Journal of Finance 25 (2): 383–417. doi:10.2307/2325486. JSTOR 2325486. 
  • Fama, Eugene (1965). “The Behavior of Stock Market Prices”. Journal of Business 38: 34–105. doi:10.1086/294743. 
  • Jung, Jeeman; Shiller, Robert (2005). “Samuelson's Dictum And The Stock Market”. Economic Inquiry 43 (2): 221–228. doi:10.1093/ei/cbi015. 
  • Saad, Emad W., Student Member, IEEE; Prokhorov, Danil V. Member , IEEE; and Wunsch,II, Donald C. Senior Member, IEEE (November 1998). “Comparative Study of Stock Trend Prediction Using Time Delay, Recurrent and Probabilistic Neural Networks”. IEEE Transactions on Neural Networks 9 (6): 1456–1470. doi:10.1109/72.728395. PMID 18255823. 
  • Granger, Clive W. J. & Morgenstern, Oskar (5 May 2007). “Spectral Analysis Of New York Stock Market Prices”. Kyklos 16 (1): 1–27. doi:10.1111/j.1467-6435.1963.tb00270.x. 
  • Zunino, L.: Bariviera, A.F.: Guercio, M.B; Martinez, L.B., Rosso, O.A. On the efficiency of sovereign bond markets, Physica A, Vol. 391, pp. 4342-4349, doi:10.1016/j.physa.2012.04.009
  • Bariviera, A.F.; Zunino, L; Guercio, M.B.; Martinez, L.B.; Rosso, O.A. Revisiting the European sovereign bonds with a permutation-information- theory approach, Eur. Phys. J. B. (2014), 86:509, doi:10.1140/epjb/e2013-40660-7
  • Fama, Eugene F. (1991), “Efficient capital markets: II”, The Journal of Finance 46 (5): 1575-1617, doi:10.1111/j.1540-6261.1991.tb04636.x, JSTOR 2328565, https://jstor.org/stable/2328565 
  • Chan, Kam C.; Gup, Benton E. & Pan, Ming-Shiun (4 Mar 2003). “International Stock Market Efficiency and Integration: A Study of Eighteen Nations”. Journal of Business Finance & Accounting 24 (6): 803–813. doi:10.1111/1468-5957.00134. 
  • Dreman David N. & Berry Michael A. (1995). “Overreaction, Underreaction, and the Low-P/E Effect”. Financial Analysts Journal 51 (4): 21–30. doi:10.2469/faj.v51.n4.1917. 
  • DeBondt, Werner F.M. & Thaler, Richard H. (1985). “Does the Stock Market Overreact”. Journal of Finance 40: 793–805. doi:10.2307/2327804. 
  • Fama, E; French, K (1996). “Multifactor explanation of asset pricing anomalies”. Journal of Finance 51 (1): 55–84. doi:10.1111/j.1540-6261.1996.tb05202.x. 
  • Chopra, Navin; Lakonishok, Josef; & Ritter, Jay R. (1985). “Measuring Abnormal Performance: Do Stocks Overreact”. Journal of Financial Economics 31 (2): 235–268. doi:10.1016/0304-405X(92)90005-I. 
  • Jegadeesh, N; Titman, S (1993). “Returns to Buying winners and selling losers: Implications for stock market efficiency”. Journal of Finance 48 (1): 65–91. doi:10.1111/j.1540-6261.1993.tb04702.x. 
  • Jegadeesh, N; Titman, S (2001). “Profitability of Momentum Strategies: An evaluation of alternative explanations”. Journal of Finance 56 (2): 699–720. doi:10.1111/0022-1082.00342. 
  • Fama, E; French, K (2008). “Dissecting Anomalies”. Journal of Finance 63 (4): 1653–78. doi:10.1111/j.1540-6261.2008.01371.x. 
  • Shleifer, Andrei; Vishny, Robert W. (1997), “The limits of arbitrage”, The Journal of Finance 52 (1): 35-55, doi:10.1111/j.1540-6261.1997.tb03807.x 
  • Barberis, Nicholas C.; Thaler, Richard H. (2003), “A survey of behavioral finance”, in Constantinides, George M.; Harris, Milton; Stulz, René M., Handbook of the Economics of Finance 1, Elsevier, pp. 1053-1128, doi:10.1016/S1574-0102(03)01027-6, ISBN 9780444513632 
  • Siegel, Laurence B. (2010). “Black Swan or Black Turkey? The State of Economic Knowledge and the Crash of 2007–2009”. Financial Analysts Journal 66 (4): 6–10. doi:10.2469/faj.v66.n4.4.  Quote on p. 7.

fidelity.com

fullerthaler.com

google.co.jp

books.google.co.jp

ifa.com

indexingblog.com

investopedia.com

jpost.com

fr.jpost.com

jstor.org

mckinsey.com

nationalinterest.org

newyorker.com

nih.gov

pubmed.ncbi.nlm.nih.gov

  • Saad, Emad W., Student Member, IEEE; Prokhorov, Danil V. Member , IEEE; and Wunsch,II, Donald C. Senior Member, IEEE (November 1998). “Comparative Study of Stock Trend Prediction Using Time Delay, Recurrent and Probabilistic Neural Networks”. IEEE Transactions on Neural Networks 9 (6): 1456–1470. doi:10.1109/72.728395. PMID 18255823. 

nybooks.com

nytimes.com

osu.edu

fisher.osu.edu

princeton.edu

press.princeton.edu

repec.org

ideas.repec.org

smh.com.au

srce.hr

hrcak.srce.hr

ssrn.com

papers.ssrn.com

ssrn.com

telegraph.co.uk

theglobeandmail.com

voxeu.org

washingtonpost.com

web.archive.org

youtube.com