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Efficient Markets Hypothesis and Random Walk Books

• BERNSTEIN, Peter L., 1992. Capital Ideas : The Improbable Origins of Modern Wall Street. [Cited by 205] (14.39/year)
• CAMPBELL, John Y., Andrew W. LO and A. Craig MacKINLAY, 1997. The Econometrics of Financial Markets. [Cited by 2554] (276.36/year)
• COOTNER, Paul H. (Edited by), 1964. The Random Character of Stock Market Prices. [Cited by 270] (6.24/year)
• CUTHBERTSON, Keith, 1996. Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange. [Cited by 74] (22.83/year)
• DOOB, J. L., 1953. Stochastic Processes, New York: Wiley. [Cited by 2254] (130.73/year)
• GIBSON, George, 1889. The Stock Markets of London, Paris and New York. New York: G.P. Putnam's Sons. [Cited by 3] (0.03/year)
• GUIMARÃES, Rui M. C., Brian G. KINGSMAN and Stephen J. TAYLOR (eds), 1989. A Reappraisal of the Efficiency of Financial Markets. Berlin: Springer-Verlag. [Cited by 6] (0.33/year)
• HAUGEN, Robert A., 1995. The New Finance: The Case against Efficient Markets (Englewood Cliffs, NJ: Prentice Hall. [not cited] (0.00/year)
• LO, Andrew W. (Edited by), 1997. Market Efficiency: Stock Market Behaviour in Theory and Practice. [Cited by 27] (2.64/year)
• LO, Andrew W. and A. Craig MacKINLAY, 1999. A Non-Random Walk Down Wall Street. [Cited by 205] (39.11/year)
• LOFTHOUSE, Stephen, 2001. Investment Management. [Cited by 12] (1.92/year)
• LORIE, J. H. and M. T. HAMILTON, 1973. The Stock Market: Theories and Evidence Homewood, IL: Richard D. Irwin. [Cited by 22] (0.64/year)
• MALKIEL, Burton G., 1999. A Random Walk Down Wall Street. [Cited by 528] (46.97/year)
• MANDELBROT, Benoit B., 1997. Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. [Cited by 583] (56.93/year)
• SEYHUN, H. N., 1998. Investment Intelligence From Insider Trading. Cambridge: MIT Press. [Cited by 82] (8.87/year)
• SHAFER, Glenn and Vladimir VOVK, 2001. Probability and Finance: It’s Only a Game!, John Wiley & Sons, Inc. [Cited by 91] (14.58/year)
• SHLEIFER, Andrei, 2000. Inefficient Markets: An Introduction to Behavioral Finance. [Cited by 577] (79.68/year)
• SMITH, A., 1968. The Money Game, Random House, New York. [Cited by 7] (0.18/year)
• SPITZER, Frank, 1976. Principles of Random Walk [Cited by 797] (127.69/year)
• TAYLOR, Stephen J., 2005. Asset Price Dynamics, Volatility, and Prediction [Cited by 11] (4.91/year)

For books on anomalies, see books on behavioural finance.

Book Reviews

• HARVEY, Campbell R., 1998. The Econometrics of Financial Markets, The Journal of Finance, 53(2), 803–806.
• TISO, Maurizio, 1998. The Econometrics of Financial Markets, The Review of Financial Studies, 11(1), 233–238.
• WHITELAW, Robert F., 1998. The Econometrics of Financial Markets, Macroeconomic Dynamics, 2, 559–562.