THE RANDOM-WALK HYPOTHESIS OF STOCK-MARKET BEHAVIOR

被引：0
作者：
不详
机构：
来源：
KYKLOS | 1964年 / 17卷 / 01期
关键词：
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：1 / 30
页数：30
相关论文
共 50 条
[21]   ON THE RIEMANN-HYPOTHESIS - A FRACTAL RANDOM-WALK APPROACH [J].
SHLESINGER, MF .
PHYSICA A, 1986, 138 (1-2) :310-319
[22]   DIVIDEND BEHAVIOR FOR THE AGGREGATE STOCK-MARKET [J].
MARSH, TA ;
MERTON, RC .
JOURNAL OF BUSINESS, 1987, 60 (01) :1-40
[23]   TESTS OF THE RANDOM-WALK HYPOTHESIS AGAINST A PRICE-TREND HYPOTHESIS [J].
TAYLOR, SJ .
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1982, 17 (01) :37-61
[24]   WORLD STOCK MARKETS - SOME RANDOM-WALK TESTS [J].
COOPER, JCB .
APPLIED ECONOMICS, 1982, 14 (05) :515-531
[25]   THE OVERREACTION HYPOTHESIS, FIRM SIZE, AND STOCK-MARKET SEASONALITY [J].
PETTENGILL, GN ;
JORDAN, BD .
JOURNAL OF PORTFOLIO MANAGEMENT, 1990, 16 (03) :60-64
[26]   ON THE COMPUTATION OF RETURNS IN TESTS OF THE STOCK-MARKET OVERREACTION HYPOTHESIS [J].
DISSANAIKE, G .
JOURNAL OF BANKING & FINANCE, 1994, 18 (06) :1083-1094
[27]   AUTOCORRELATION ANALYSIS AND PROBLEM OF DATA ERRORS - TESTING RANDOM-WALK HYPOTHESIS FOR GERMAN CORPORATE MARKET [J].
HANSSEN, RA ;
REISS, W .
ZEITSCHRIFT FUR NATIONALOKONOMIE-JOURNAL OF ECONOMICS, 1976, 36 (1-2) :153-172
[28]   RANDOM-WALK [J].
不详 .
NATURE-PHYSICAL SCIENCE, 1972, 238 (84) :82-&
[29]   RANDOM-WALK [J].
SHAPIRO, HD .
ACROSS THE BOARD, 1977, 14 (11) :7-10
[30]   Random Walk Hypothesis in MIST Stock Markets [J].
Gemici, Eray ;
Polat, Muslum .
ESKISEHIR OSMANGAZI UNIVERSITESI IIBF DERGISI-ESKISEHIR OSMANGAZI UNIVERSITY JOURNAL OF ECONOMICS AND ADMINISTRATIVE SCIENCES, 2018, 13 (01) :129-141
12345