The efficient market hypothesists : Bachelier, Samuelson, Fama, Ross, Tobin, and Shiller

Colin Read

"Through the work of and in the context of the lives of Louis Bachelier, Paul Samuelson, Eugene Fama, Stephen Ross, James Tobin, and Robert Shiller, the book addresses the following key questions: do financial securities follow a random walk? Does arbitrage allow markets to digest and fully incorporate all available information into the price of a security? Do the assumptions of the efficient market hypothesis make intuitive sense? And how can we further refine our understanding of the behaviour of financial markets?"

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