On the Efficient Markets Hypothesis

DOI10.2307/1912277zbMath0521.90032OpenAlexW2049559477MaRDI QIDQ3670882

James S. Jordan

Publication date: 1983

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://purl.umn.edu/55242

zbMATH Keywords

perturbationsrisk aversionefficient markets hypothesisequilibrium asset pricesfuture wealth

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Related Items (10)

The possibility of informationally efficient markets ⋮ Informational efficiency with ambiguous information ⋮ Rational expectations in microeconomic models: An overview ⋮ Partially-revealing rational expectations equilibrium in a competitive economy ⋮ A remark on rational expectation equilibria with incomplete markets and real assets ⋮ Aggregate preferred correspondence and the existence of a maximin REE ⋮ Rational expectations equilibrium: An alternative approach ⋮ The existence of fully rational expectations approximate equilibria with noisy price observations ⋮ Expectations equilibria with dispersed forecasts ⋮ The existence of rational expectations equilibria in a large economy with noisy price observations

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