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AN00234610-20071001-0211.pdf
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Total downloads since Nov 16, 2021 : 6889
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| Title |
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効率的市場仮説をめぐる論争はなぜ決着しないのか
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| Kana |
コウリツテキ シジョウ カセツ オ メグル ロンソウ ワ ナゼ ケッチャク シナイノカ
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Koritsuteki shijo kasetsu o meguru ronso wa naze ketchaku shinainoka
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| Title |
On the controversy over the efficient market hypothesis
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伊藤, 幹夫
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イトウ, ミキオ
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Ito, Mikio
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| Affiliation |
慶應義塾大学経済学部准教授
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慶應義塾経済学会
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ケイオウ ギジュク ケイザイ ガッカイ
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| Romanization |
Keio gijuku keizai gakkai
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2007
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三田学会雑誌
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Keio journal of economics
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| Volume |
100
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| Issue |
3
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2007
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| Month |
10
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| Start page |
793(211)
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| End page |
813(231)
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| Abstract |
FamaとSamuelsonが提起した市場効率仮説の是非が, 40年にわたる論争の過程を経て, いまだに決着がつかない理由を, (1)効率的市場仮説の理論内容 (2)採用された統計的検証方法 (3)効率的市場仮説論争の科学方法論上の問題の3点から整理する。
This study organizes the reasons behind the lack of conclusions following a 40-year course of controversies on the pros and cons of the market efficiency hypothesis proposed by Fama and Samuelson from three points: (1) the theoretical contents of the efficient market hypothesis; (2) statistical methods; and (3) the scientific methodological issues surrounding the efficient market hypothesis debate.
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| History |
| Jun 4, 2014 | | フリーキーワード, 本文 を変更 |
| Jul 24, 2015 | | 抄録, 版, 本文 を変更 |
| Nov 16, 2021 | | JaLCDOI を変更 |
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