Fama, Fisher, Jensen and Roll (1969): Retrospective Commentsdoi:10.2139/ssrn.2396585This essay provides a retrospective view of one of Gene Fama's many seminal papers, Fama, Fisher, Jensen, and Roll (1969). The paper was like none before it. ItSocial Science Electronic Publishing...
Lorie 的提议造就了 Fama, Fisher, Jensen, and Roll (1969) 这篇传世经典,它是 event studies 的开山鼻祖,它研究了股票价格是如何针对事件信息变化的。颇有意思的是,当年 Michael Jensen 和 Richard Roll 都是 Fama 的学生,Fama 把这个题目交给他们作为 term paper 来研究。 We had to write a term paper ...
The result is Fama, Fisher, Jensen, and Roll (1969). This is the first study of the adjustment of stock prices to a specific kind of information event. Such event studies quickly became a research industry, vibrant to this day, and the main form of tests of market efficiency. Event ...
我的金融学研究生涯_EugeneF_Fama 经济资料译丛2014年第2期 我的金融学研究生涯 芝加哥大学布斯商学院 Eugene F. Fama∗ 序 《金融经济学年度评论》（Annual Review of Financial Economics）的主编请我作一职业自传。我主要想写自己所认为最好的方面。对我其他经历感兴趣的读者请从芝加哥大学布斯商学院下载我的...
Eugene F. Fama; Lawrence Fisher; Michael C. Jensen; Richard Roll International Economic Review, Vol. 10, No. 1. (Feb., 1969), pp. 1-21. Stable URL: http://links.jstor/sici?sici=0020-6598%28196902%2910%3A1%3C1%3ATAOSPT%3E2.0.CO%3B2-P International Economic Review is currently pub...
Lorie 的提议造就了 Fama, Fisher, Jensen, and Roll (1969) 这篇传世经典,它是 event studies 的开山鼻祖,它研究了股票价格是如何针对事件信息变化的。颇有意思的是,当年 Michael Jensen 和 Richard Roll 都是 Fama 的学生,Fama 把这个题目交给他们作为 term paper 来研究。
Jensen The Adjustment Of Stock Prices To New Information Eugene F. Fama, Lawrence Fisher, Michael C. Jensen, and Richard Roll1 International Economic Review, Vol. 10 (February, 1969). Reprinted in Investment Management: Some Readings, J. Lorie and R. Brealey, Editors (Praeger Publishers, 1972...
Fama, Fisher, Jensen and Roll (1969): Retrospective CommentsThis essay provides a retrospective view of one of Gene Fama's many seminal papers, Fama, Fisher, Jensen, and Roll (1969). The paper was like none before it. Itdoi:10.2139/ssrn.2396585Ball, Ray...