IDEAS home Printed from https://ideas.repec.org/a/bla/jfinan/v34y1979i4p915-29.html
   My bibliography  Save this article

The Sensitivity of the Efficient Market Hypothesis to Alternative Specifications of the Market Model

Author

Listed:
  • Brenner, Menachem

Abstract

No abstract is available for this item.

Suggested Citation

  • Brenner, Menachem, 1979. "The Sensitivity of the Efficient Market Hypothesis to Alternative Specifications of the Market Model," Journal of Finance, American Finance Association, vol. 34(4), pages 915-929, September.
    • Handle: RePEc:bla:jfinan:v:34:y:1979:i:4:p:915-29
    as

    Download full text from publisher

    File URL: http://links.jstor.org/sici?sici=0022-1082%28197909%2934%3A4%3C915%3ATSOTEM%3E2.0.CO%3B2-9&origin=repec
    File Function: full text
    Download Restriction: Access to full text is restricted to JSTOR subscribers. See http://www.jstor.org for details.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Wang, Zhixuan & Dong, Yanli & Liu, Ailan, 2022. "How does China's stock market react to supply chain disruptions from COVID-19?," International Review of Financial Analysis, Elsevier, vol. 82(C).
    2. Erik Dohlman & Thomas Hall & Agapi Somwaru, 2002. "Regulatory Events and Biotech Firm Share Prices," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 24(1), pages 108-122.
    3. Steve Chan & Davis B. Bobrow, 1981. "Horse Races, Security Markets, and Foreign Relations," Journal of Conflict Resolution, Peace Science Society (International), vol. 25(2), pages 187-236, June.
    4. Yi, Yuyang & Zhang, Zongyi & Yan, Youliang, 2021. "Kindness is rewarded! The impact of corporate social responsibility on Chinese market reactions to the COVID-19 pandemic," Economics Letters, Elsevier, vol. 208(C).
    5. Wallace N. Davidson III & James L. McDonald, 1987. "Evidence Of The Effect On Shareholder Wealth Of Corporate Spinoffs: The Creation Of Royalty Trusts," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 10(4), pages 321-328, December.
    6. West, Jason, 2012. "Catastrophes and Insurance Stocks – A Benchmarking Approach for Measuring Efficiency," Annals of Actuarial Science, Cambridge University Press, vol. 6(1), pages 103-136, March.
    7. Wallace N. Davidson III & John L. Glascock, 1985. "The Announcement Effects Of Preferred Stock Re-Ratings," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(4), pages 317-325, December.
    8. Maria Ángeles Alcaide & Alberto Celani & Paula Cervera Chasan & Elena De La Poza, 2022. "Mathematical Modeling of the Financial Impact of Air Crashes on Airlines and Involved Manufacturers," Mathematics, MDPI, vol. 10(5), pages 1-18, February.
    9. Dimson, Elroy & Marsh, Paul, 1997. "Stress tests of capital requirements," Journal of Banking & Finance, Elsevier, vol. 21(11-12), pages 1515-1546, December.
    10. Yi‐Hui Tai & Nen‐Chen Richard Hwang, 2020. "Market Reactions to Corporate Governance Ranking Announcements: Evidence from Taiwan," Abacus, Accounting Foundation, University of Sydney, vol. 56(4), pages 627-648, December.
    11. Erik Dohlman, 2001. "A new look at the impact of U.S. import barriers on corporate profit expectations," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 137(4), pages 666-689, December.
    12. Koch, Nicolas & Grosjean, Godefroy & Fuss, Sabine & Edenhofer, Ottmar, 2016. "Politics matters: Regulatory events as catalysts for price formation under cap-and-trade," Journal of Environmental Economics and Management, Elsevier, vol. 78(C), pages 121-139.
    13. Michael Theobald, 1985. "Exclusion period and market model parameter nonstationarities in price reaction studies," Contemporary Accounting Research, John Wiley & Sons, vol. 2(1), pages 1-22, September.
    14. Michael Theobald, 1985. "Période d'exclusion et paramètres non†stationnaires d'un modèle de marché dans des études de réactions des prix," Contemporary Accounting Research, John Wiley & Sons, vol. 2(1), pages 23-45, September.
    15. Aloui, Donia & Benkraiem, Ramzi & Guesmi, Khaled & Mzoughi, Hela, 2023. "Managing natural resource prices in a geopolitical risk environment," Resources Policy, Elsevier, vol. 83(C).
    16. Faiza Ahmed & Tooba Jivani & Azam Anwar Khan, 2023. "Political Instability and Stock Market: An Event Study," Journal of Policy Research (JPR), Research Foundation for Humanity (RFH), vol. 9(2), pages 339-345.
    17. Wallace N. Davidson III, 1984. "The Effect Of Rate Cases On Public Utility Stock Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(1), pages 81-93, March.
    18. Del Brio, Esther B. & Miguel, Alberto & Perote, Javier, 2002. "An investigation of insider trading profits in the Spanish stock market," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(1), pages 73-94.
    19. Terrence J. Shevlin, 1981. "Measuring Abnormal Performance on the Australian Securities Market," Australian Journal of Management, Australian School of Business, vol. 6(1), pages 67-108, June.
    20. Mzoughi, Hela & Benkraiem, Ramzi & Guesmi, Khaled, 2022. "The bitcoin market reaction to the launch of central bank digital currencies," Research in International Business and Finance, Elsevier, vol. 63(C).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jfinan:v:34:y:1979:i:4:p:915-29. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/afaaaea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.