Primary Article
Persuasive evidence of market inefficiency
Barr Rosenberg, Kenneth Reid and Ronald Lanstein
The Journal of Portfolio Management Spring 1985, 11 (3) 9-16; DOI: https://doi.org/10.3905/jpm.1985.409007
Barr Rosenberg
Kenneth Reid


This is a PDF-only article. The first page of the PDF of this article appears above.
Don’t have access? Click here to request a demo
Alternatively, Call a member of the team to discuss membership options
US and Overseas: +1 646-931-9045
UK: 0207 139 1600
Log in using your username and password
Explore our content to discover more relevant research
In this issue
Persuasive evidence of market inefficiency
Barr Rosenberg, Kenneth Reid, Ronald Lanstein
The Journal of Portfolio Management Apr 1985, 11 (3) 9-16; DOI: 10.3905/jpm.1985.409007
Jump to section
Similar Articles
Cited By...
- Does Neutralizing Style Factors Help or Hurt?
- Finding Value Using Momentum
- Factor Modeling: The Benefits of Disentangling Cross-Sectionally for Explaining Stock Returns
- The Promises and Pitfalls of Machine Learning for Predicting Stock Returns
- Deep Value
- Resurrecting the Value Premium
- And the Winner Is... A Comparison of Valuation Measures for Equity Country Allocation
- Why Invest in Private Equity? A Comparison of Private Equity and Stock Market Returns
- Stock Splits: A Reevaluation
- Determinants of Relative Valuation in Different Industry Sectors--An Empirical Study
- Factor-Based Investing: The Long-Term Evidence
- Tweet Sentiments and Crowd-Sourced Earnings * Estimates as Valuable Sources of Information around * Earnings Releases
- Long-Term Rewarded Equity Factors: What Can Investors Learn from Academic Research?
- Great Company, Great Investment Revisited
- Fact, Fiction, and Value Investing
- Great Companies: Looking for Success Secrets in All the Wrong Places
- Robustness of Smart Beta Strategies
- Cost of Asset Allocation in Equity Market: How Much Do Investors Lose Due to Bad Asset Class Design?
- Anchored in Reality or Blinded by a Paradigm: The Role * of Cap-Weighted Indices in the Future
- Evidence of Momentum in Newsletter * Recommendations
- An Optimization Strategy for Enhancing the * Performance of Fund-of-Funds Portfolios
- Does Finance Theory Make the Case for * Capitalization-Weighted Indexing?
- Momentum in Japan: The Exception that Proves * the Rule