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A Reappraisal of the Efficiency of Financial Markets

  • Conference proceedings
  • © 1989

Overview

Editors:
  1. Rui M. C. Guimarães

    1. Faculty of Engineering, University of Porto, Porto Codex, Portugal

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  2. Brian G. Kingsman

    1. School of Management, University of Lancaster, Lancaster, UK

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    You can also search for this editor in PubMed   Google Scholar

  3. Stephen J. Taylor

    1. School of Management, University of Lancaster, Lancaster, UK

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Part of the book series: NATO ASI Subseries F: (NATO ASI F, volume 54)

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Table of contents (48 papers)

  1. Front Matter

    Pages I-XI
    Download chapter PDF

  2. The NATO Advanced Research Workshop on “A Reappraisal of the Efficiency of Financial Markets”

    1. The NATO Advanced Research Workshop on “A Reappraisal of the Efficiency of Financial Markets”

      • Rui M. C. Guimaraes, Brian G. Kingsman, Stephen J. Taylor
      Pages 1-24

  5. Seasonal and Other Anomalies

    1. Canadian Calendar Anomalies and the Capital Asset Pricing Model

      • Charles Bram Cadsby
      Pages 199-226

    2. Comments on C.B. Cadsby’s “Canadian Calendar Anomalies and the Capital Asset Pricing Model”

      • Donald R. Fraser
      Pages 227-228

    3. An Investigation of Daily Seasonality in the Greek Equity Market

      • Leda Condoyanni, Stuart McLeay, John O’Hanlon
      Pages 229-257

    4. Comments on Condoyanni, O’Hanlon and McLeay “An Investigation of Daily Seasonality in the Greek Equity Market”

      • Donald B. Keim
      Pages 259-260

    5. Random Walks and Anomalies on the Copenhagen Stock Exchange in the 1890’s

      • L. Peter Jennergren, Bjarne G. Sörensen
      Pages 261-282

    6. Comments on L P Jennergren and B Sorensen “Random Walks and Anomalies on the Copenhagen Stock Exchange in the 1890’s”

      • Peter F. Pope
      Pages 283-284

    7. January Skewness, Another Enigma?

      • Phelim P. Boyle, William M. Taylor
      Pages 285-304

    8. Forecasting Price Trends at the Lisbon Stock Exchange

      • Nuno Crato, Álvaro Assis Lopes
      Pages 305-320

    9. Comments on Nuno Crato and Alvaro Assis Lopes “The Lisbon Stock Exchange: A Particularly Disturbing Market”

      • Steinar Ekern
      Pages 321-321
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Keywords

About this book

The behaviour of market prices is a fascinating subject for researchers. Opinions vary substantially. from the view that prices accurately and quickly reflect relevant information to the other extreme that prices are not rationally determined and are hence to some degree predictable. This diversity of belief about the efficiency of markets is reflected in these proceedings of the NATO Advanced Research Workshop on "A reappraisal of the efficiency of financial markets". The thirty-one workshop papers cover stock. currency and commodity markets. We are pleased to have contributions on markets in eleven NATO countries: Belgium. Canada. Denmark. France. Germany. Greece. Italy. the Netherlands. Portugal. the United Kingdom and the United States. The workshop papers thus provide a wide-ranging account of contemporary research into financial markets worldwide. The workshop was held at the Hotel do Mar. Sesimbra. Portugal from April 11 th to April 15th. 1988. We record our gratitude to Jose Cabral for ensuring the smooth progress of the workshop. The generous financial assistance of NATO was supplemented by contributions from: The Chicago Board of Trade. Alianca Seguradora. Banco Comercial Portugues. Fundacao Luso-Americana Para 0 Desenvolvimento. Junta Nacional de Investigacao Cientifica e Tecnologica. We speak for all the workshop participants in expressing our thanks to all our sponsors. Rui M. Campos Guimaraes. University of Porto.

Editors and Affiliations

  • Faculty of Engineering, University of Porto, Porto Codex, Portugal

    Rui M. C. Guimarães

  • School of Management, University of Lancaster, Lancaster, UK

    Brian G. Kingsman, Stephen J. Taylor

Bibliographic Information

  • Book Title: A Reappraisal of the Efficiency of Financial Markets

  • Editors: Rui M. C. Guimarães, Brian G. Kingsman, Stephen J. Taylor

  • Series Title: NATO ASI Subseries F:

  • DOI: https://doi.org/10.1007/978-3-642-74741-0

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1989

  • Softcover ISBN: 978-3-642-74743-4Published: 13 December 2011

  • eBook ISBN: 978-3-642-74741-0Published: 29 June 2013

  • Series ISSN: 0258-1248

  • Edition Number: 1

  • Number of Pages: XI, 804

  • Topics: Economics, general, IT in Business

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