Strong-form Efficiency

Strong-Form Efficiency is a market efficiency hypothesis asserting that all information, both public and private, is fully reflected in asset prices, thereby precluding any investor from achieving excess returns irrespective of information access.

145

Publications

12.7K

Citations

259

Authors

153

Institutions

Publications per year

2017–2026

26

Variants

Strong-form Market Efficiency

Authors

259

  1. TE
    Thomas E. Copeland

    University of San Diego, United States

    4 publications · 236 citations

    4

    h-index

  2. DF
    Daniel Friedman

    University of California, Santa Cruz, United States

    3 publications · 310 citations

    3

    h-index

  3. JM
    John M. Griffin

    The University of Texas at Austin, United States

    2 publications · 626 citations

    2

    h-index

  4. ML
    Michelle L. Barnes

    Federal Reserve Bank of Boston, United States

    2 publications · 60 citations

    2

    h-index

  5. SM
    Shiguang Ma

    University of Wollongong, Australia

    2 publications · 60 citations

    2

    h-index

1–5 of 259

Venues

  1. SSRN Electronic Journal

    Repository · 10 publications · 260 citations

    10

    h-index

  2. The Journal of Finance

    7 publications · 391 citations

    7

    h-index

  3. 6

    h-index

  4. RePEc: Research Papers in Economics

    Repository · 4 publications · 235 citations

    6

    h-index

  5. Journal of Financial Economics

    4 publications · 1.7K citations

    4

    h-index

1–5