Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. data

On the Impossibility of Informationally Efficient Markets

Sanford J. Grossman · RePEc: Research Papers in Economics · 1980 · 5.3K citations

Social Sciences, Economics, Information Theory +9

On the Impossibility of Informationally Efficient Markets

Joseph E. Stiglitz, Sanford J. Grossman · Columbia Academic Commons (Columbia University) · 1980 · 3.7K citations · Full text

Social Sciences, Economics, Information Theory +9

Stock returns and the weekend effect

Kenneth R. French · Journal of Financial Economics · 1980 · 2K citations

Business, Economics, Finance +14

Size-related anomalies and stock return seasonality

Donald B. Keim · Journal of Financial Economics · 1983 · 1.8K citations

Business, Finance, Financial Economics +13

The Adaptive Markets Hypothesis

Andrew W. Lo · The Journal of Portfolio Management · 2004 · 1.6K citations

Business, Economics, Finance +7