The Theory of Security Pricing and Market Structure (Revision of 39-89, Revised: 6-92)
AbstractThis manuscript reviews the evolving literature on the pricing of assets and the structure of financial markets. It begins with the formulation of early stock valuation models and proceeds to a description of the efficient-market hypothesis. The survey then examines recent empirical data which led to a reevaluation of the assumptions underlying an efficient market and ends with a description of the recent literature on market-making and how these models relate to the studies of efficient markets.
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Bibliographic InfoPaper provided by Wharton School Rodney L. White Center for Financial Research in its series Rodney L. White Center for Financial Research Working Papers with number 20-91.
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