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L’efficience informationnelle des marchés. Une hypothèse, et au-delà ?

Author

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  • Roland Gillet
  • Ariane Szafarz

Abstract

L'hypothèse d'efficience des marchés n'a pas toujours été (et n'est toujours pas) admise facilement par les praticiens de la finance dont la pertinence du conseil en placements se trouve menacée au profit de stratégies indicielles passives. La littérature académique s'est donc attelée à élaborer de très nombreux tests empiriques en ce domaine. Cet article resitue le débat à la lumière des bases théoriques en termes d'anticipations rationnelles. Plusieurs affirmations fréquemment entendues sur le sujet y sont commentées et les outils économétriques de la littérature empirique qui, depuis une quarantaine d'années ne cessent de d'évoluer, sont présentés.
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Roland Gillet & Ariane Szafarz, 2005. "L’efficience informationnelle des marchés. Une hypothèse, et au-delà ?," ULB Institutional Repository 2013/669, ULB -- Universite Libre de Bruxelles.
  • Handle: RePEc:ulb:ulbeco:2013/669
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    1. repec:ana:journl:v:5:y:2019:i:1:p:1-23 is not listed on IDEAS

    More about this item

    JEL classification:

    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading

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