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Two Pillars of Asset Pricing

Author

Listed:
  • Fama, Eugene F.

    (University of Chicago)

Abstract

Eugene F. Fama delivered his Prize Lecture on 8 December 2013 at Aula Magna, Stockholm University.

Suggested Citation

  • Fama, Eugene F., 2013. "Two Pillars of Asset Pricing," Nobel Prize in Economics documents 2013-8, Nobel Prize Committee.
    • Handle: RePEc:ris:nobelp:2013_008
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    Citations

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    Cited by:

    1. Levan Efremidze & John Rutledge & Thomas D. Willett, 2016. "Capital Flow Surges As Bubbles: Behavioral Finance And Mckinnon’S Over-Borrowing Syndrome Extended," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 61(02), pages 1-27, June.
    2. Silvia Miranda-Agrippino, 2015. "Unsurprising Shocks: Information, Premia, and the Monetary Transmission," Discussion Papers 1613, Centre for Macroeconomics (CFM), revised Apr 2016.
    3. Tom Roberts, 2017. "A Counterfactual Valuation of the Stock Index as a Predictor of Crashes," Staff Working Papers 17-38, Bank of Canada.
    4. Roland Rothenstein, 2018. "Quantification of market efficiency based on informational-entropy," Papers 1812.02371, arXiv.org.

    More about this item

    Keywords

    Asset Pricing;

    JEL classification:

    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates

    NEP fields

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