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A comparison between qualitative and quantitative histories: the example of the Efficient market hypothesis. [r-libre/1429]

Jovanovic, Franck (mai 2017). A comparison between qualitative and quantitative histories: the example of the Efficient market hypothesis.. Conférence présentée à 21th annual ESHET conference, Antwerp, Belgique.

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[img]  PDF - Jovanovic_quantitative_turn_with editorial comments_28042018.pdf  
Catégorie de document : Communications à des congrès/colloques et conférences (non publiées)
Évaluation par un comité de lecture : Oui
Étape de publication : Non publié
Résumé : This paper uses the example of the history of the efficient market hypothesis (EMH) and the citation analysis in order to investigate some differences between qualitative history and a quantitative history. The history of the EMH provides a telling example of the way quantitative analyses can supply different perspectives on the qualitative history of this hypothesis or complement it. For instance, since the EMH was proposed, several criticisms emerged (two of the most well-known are the tautological character of its mathematical demonstration and its capability to be tested with certainty). In addition, the definition and the scope of this hypothesis have been modified several times. Although the qualitative history of the EMH refers to these criticisms and these alternative definitions and scopes, the qualitative tools cannot provide a clear measure of the impact of these criticisms and these modifications among economists. By studying the dissemination of the EMH, its major criticisms, and the answers economists provided, a citation analysis sheds different light on the history of the EMH.
Déposant: Jovanovic, Franck
Responsable : Franck Jovanovic
Dépôt : 11 mai 2018 13:31
Dernière modification : 11 mai 2018 13:31

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