articleSSRN Electronic JournalJan 1, 2003GREEN OA

The Adjustment of Stock Prices to New Information

EFEugene F. FamaLFLawrence FisherMCMichael C. JensenRRRichard Roll

University of Chicago · Rutgers, The State University of New Jersey · +5 more institutions

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Topics
Keywords
  • Economics
  • Stock market
  • Independence (probability theory)
  • Econometrics
  • Stock price
  • Financial economics
  • Stock (firearms)
  • Mandelbrot set
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