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Massachusetts Institute of Technology

An empirical test of the perfect market model hypothesis: an analysis of the reaction of stock returns to quarterly earnings data.

Abstract

dc:description

Thesis: Ph. D., Massachusetts Institute of Technology, Sloan School of Management, 1973

Degree

thesis:*
Name thesis:degree_name
Doctoral
Department dc:contributor.department
Sloan School of Management
Grantor dc:publisher
Massachusetts Institute of Technology
Year dc:date.issued
1973

Author and committee

dc:creator, dc:contributor.*
Author dc:creator
  • Kozel, Peter Patrick.
Advisor dc:contributor.advisor
  • Myron S. Scholes.

Subjects

dc:subject × 1

Rights

dc:rights
Statement dc:rights
  • MIT theses may be protected by copyright. Please reuse MIT thesis content according to the MIT Libraries Permissions Policy, which is available through the URL provided.

Identifiers

dc:identifier.*
Handle dc:identifier.uri
https://hdl.handle.net/1721.1/152203
OAI identifier oai:identifier
oai:dspace.mit.edu:1721.1/152203

Chain of custody

source
Harvested from
MIT
Base URL
dspace.mit.edu/oai/request
Last updated
2026-07-22
Source record
OAI-PMH GetRecord
citation

Kozel, Peter Patrick.. An empirical test of the perfect market model hypothesis: an analysis of the reaction of stock returns to quarterly earnings data.. Massachusetts Institute of Technology, 1973. https://hdl.handle.net/1721.1/152203