Market Efficiency is the degree to which market prices fully, accurately, and rapidly reflect all available information, thereby preventing the consistent attainment of excess returns through trading strategies based on that information.
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Risk, Return, and Equilibrium: Empirical Tests
Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations
Does the Stock Market Overreact?
Werner F. M. De Bondt, Richard H. Thaler · The Journal of Finance · 1985 · 7.2K citations
Eugene F. Fama · The Journal of Finance · 1991 · 5.2K citations · Full text
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National Bureau of Economic Research
Cambridge, United States
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Cornell University
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University of Pennsylvania
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Melbourne, Australia
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New York, United States
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Austin, United States
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