Eugene Fama - Bibliography

Bibliography

Presented in chronological order
  1. "Mandelbrot and the stable Paretian Hypothesis". Journal of Business 36 (4): 420–429. October 1963. doi:10.1086/294633. Reprinted Cootner, Paul (ed.), ed. (1964). The Random Character of Stock Prices. Cambridge: MIT Press.
  2. "The Behavior of Stock Market Prices". Journal of Business 38 (1): 34–105. January 1965. doi:10.1086/294743.
  3. "Portfolio Analysis in a Stable Paretian Market". Management Science. January 1965.
  4. "Tomorrow on the New York Stock Exchange". Journal of Business 38 (3): 285–299. July 1965. doi:10.1086/294788.
  5. "Random Walks in Stock Market Prices". Financial Analysts Journal 51 (1). September–October 1965. CiteSeerX: 10.1.1.74.7408.
  6. "Filter Rules and Stock-Market Trading". Journal of Business 39 (1): 226–241. January 1966. doi:10.1086/294849.
  7. "Solutions for Cash Balance and Simple Dynamic Portfolio Problems". Journal of Business 41 (1): 94–112. January 1968. doi:10.1086/295050.
  8. "Some Properties of Symmetric Stable Distributions". Journal of the American Statistical Association (Journal of the American Statistical Association, Vol. 63, No. 323) 63 (323): 817–836. September 1968. doi:10.2307/2283875. JSTOR 2283875.
  9. "Risk, Return, and General Equilibrium: Some Clarifying Comments". Journal of Finance (The Journal of Finance, Vol. 23, No. 1) 23 (1): 29–40. March 1968. doi:10.2307/2325308. JSTOR 2325308. http://www.afajof.org/journal/jstabstract.asp?ref=7863.
  10. "Dividend Policy: An Empirical Analysis". Journal of the American Statistical Association (Journal of the American Statistical Association, Vol. 63, No. 324) 63 (324): 1132–1161. December 1968. doi:10.2307/2285874. JSTOR 2285874.
  11. Risk and the Evaluation of Pension Fund Portfolio Performance. Park Ridge, IL: Bank Administration Institute. 1968.
  12. "The Adjustment of Stock Prices to New Information". International Economic Review (International Economic Review, Vol. 10, No. 1) 10 (1): 1–21. February 1969. doi:10.2307/2525569. JSTOR 2525569.
  13. "Cash Balance and Simple Dynamic Portfolio Problems with Proportional Costs". International Economic Review (International Economic Review, Vol. 10, No. 2) 10 (2): 119–133. June 1969. doi:10.2307/2525547. JSTOR 2525547.
  14. "Multi-Period Consumption-Investment Decisions". American Economic Review 60: 163–174. March 1970.
  15. "Efficient Capital Markets: A Review of Theory and Empirical Work". Journal of Finance (The Journal of Finance, Vol. 25, No. 2) 25 (2): 383–417. May 1970. doi:10.2307/2325486. JSTOR 2325486.
  16. "Three Asset Cash Balance and Dynamic Portfolio Problems" (with Gary Eppen), Management Science (January 1971).
  17. "Risk, Return, and Equilibrium," Journal of Political Economy (January–February 1971).
  18. "Parameter Estimates for Symmetric Stable Distribution" (with Richard Roll), Journal of the American Statistical Association (June 1971).
  19. "Information and Capital Markets" (with Arthur Laffer), Journal of Business (July 1971).

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