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Efficient Markets Theory: Historical Perspectives

2010· other· en· W1594373662 on OpenAlexaff
Franck Jovanovic

Bibliographic record

VenueEncyclopedia of Quantitative Finance · 2010
Typeother
Languageen
FieldEconomics, Econometrics and Finance
TopicComplex Systems and Time Series Analysis
Canadian institutionsUniversité TÉLUQUniversité du Québec à Montréal
Fundersnot available
KeywordsEfficient-market hypothesisEconomicsFinancial economicsStock marketStock (firearms)Interpretation (philosophy)Financial marketMathematical economicsEconometricsNeoclassical economicsFinanceComputer scienceHistory

Abstract

fetched live from OpenAlex

Abstract Efficient market hypothesis (EMH) has been crucial in the creation of financial economics as a proper subfield of economics. What we know today as the EMH was formulated in the period from 1959 to 1976 to give a theoretical explanation to the random character of stock market prices, a feature that had been noted as early as 1863. But the main characteristic of the EMH lies in linking three elements that originally existed independently of each other: (i) the mathematical model of stochastic process; (ii) the concept of economic equilibrium; (iii) the statistical results about the unpredictability of stock market prices. Although debate continues about the interpretation and characterization of the EMH, the link between these three elements allowed the creation of financial economics.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.005
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Review · Consensus signal: none
Teacher disagreement score0.007
Threshold uncertainty score0.032

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.005
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0030.003
Science and technology studies0.0010.009
Scholarly communication0.0050.006
Open science0.0010.002
Research integrity0.0020.004
Insufficient payload (model declined to judge)0.0070.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.019
GPT teacher head0.233
Teacher spread0.214 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designNot applicable
Domainnot available
GenreReview

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations8
Published2010
Admission routes1
Has abstractyes

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