FamaE. F., “Efficient Capital Markets: A Review of Theory and Empirical Work,”Journal of Finance, Vol. XXV, No. 2 (May, 1970), pp. 383–417.
2.
FamaE. F.FisherL.JensenM. C.RollR., “The Adjustment of Stock Prices to New Information,”International Economic Review, Vol. X, No. 1 (February, 1969), pp. 1–21.
3.
HesterD. D., “Stock Prices and the Nixon Economic Speech,”London School of Economics, September, 1972.
4.
NerloveM.“Factors Affecting Differences Among Rates of Return on Investments in Individual Common Stocks,”Review of Economics and Statistics, Vol. L, No. 3 (August, 1968), pp. 312–331.
5.
NiederhofferV., “The Analysis of World Events and Stock Prices,”Journal of Business, Vol. 44, No. 3 (July, 1971), pp. 247–270.
6.
RenwickF. B., Introduction to Investments and Finance, The MacMillan Company, New York, 1971.