Filter Rules and Stock-Market Trading TORIo Eugene F Fama; Marshall E Blume The Journal of Business, Vol 39, No 1, Part 2: Supplement on Security Prices ( Jan 1966),pp.226-241. Stable url: http://links.jstor.org/sici?sici=0021-9398%028196601%02939%3a1%03c226%03afrast%3e2.0.c0%03b2-0 The Journal of Business is currently publ by The University of Chicago Press Your use of the jStOR archive indicates your acceptance of JSTOR,'s Terms and Conditions of Use, available at http://www.jstor.org/about/terms.htmlJstOr'sTermsandConditionsofUseprovidesinpartthatunlessyou have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your personal, non-commercial use. Please contact the publisher regarding any further use of this work. Publisher contact information may be obtained at http://wwwjstor.org/journals/ucpress.html Each copy of any part of a STOR transmission must contain the same copyright notice that appears on the screen or printed page of such transmission jStOR is an independent not-for-profit organization dedicated to creating and preserving a digital archive of scholarly journals. For more information regarding JSTOR, please contact support @ jstor. org http://www」]stor.org Thu Apr2711:01:592006