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Finanzmarktanalyse II

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Literaturhinweise 3<br />

9. Kapitel<br />

Cornell, B. and R. Roll (1981): «Strategies for Pairwise Competitions in Markets<br />

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Fama, E. F. and M. Blume (1966): «Filter Rules and Stock Market Trading<br />

Profits», Journal of Business, January, spec. suppl., 226-241.<br />

Forsythe, R., T. Palfrey, and C. R. Plott (1982): «Asset Valuation in an Experimental<br />

Market», Econometrica, May, 537-567.<br />

Grossman, S. J. and J. Stiglitz (1980): «The Impossibility of Informationally<br />

Efficient Markets», American Economic Review, June, 393-408.<br />

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An Expository Survey», Journal of Economic Literature, December,<br />

1375-1421.<br />

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Samuelson, P. A. (1965): «Proof that Properly Anticipated Prices Fluctuate<br />

Randomly», Industrial Management Review, Spring, 41-49.<br />

10. Kapitel<br />

Aharony, J. and I. Swary (1980): «Quarterly Dividend and Earnings Announcements<br />

and Stockholders' Returns: An Empirical Analysis», Journal<br />

of Finance, March, 1-12.<br />

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Copeland, T. E. (1979): «Liquidity Changes Following Stock Splits», Journal<br />

of Finance, March, 115-141.<br />

Copeland, T. E. and D. Mayers (1982): «The Value Line Enigma (1965-1978): A<br />

Case Study of Performance Evaluation Issues», Journal of Financial Economics,<br />

10, 289-321.<br />

Dann, L., D. Mayers, and R. Raab (1977): «Trading Rules, Large Blocks and<br />

the Speed of Adjustment», Journal of Financial Economics, January, 3-22.<br />

Fama, E. F., L. Fisher, M. Jensen, and R. Roll (1969): «The Adjustment of<br />

Stock Prices to New Information», International Economic Review, February,<br />

1-21.<br />

Finnerty, J. E. (1976): «Insiders and Market Efficiency», Journal of Finance,<br />

September, 1141-1148.<br />

French, K. (1980): «Stock Returns and the Weekend Effect», Journal of Financial<br />

Economics, March, 55-69.

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