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
[31]   THE STOCK-MARKET [J].
ALDCROFT, DH .
ECONOMIC HISTORY REVIEW, 1995, 48 (01) :209-209
[32]   The random-walk behavior of the Euro exchange rate [J].
Chortareas, Georgios ;
Jiang, Ying ;
Nankervis, John C. .
FINANCE RESEARCH LETTERS, 2011, 8 (03) :158-162
[33]   ON THE INTERPRETATION OF NEAR RANDOM-WALK BEHAVIOR IN GNP [J].
WEST, KD .
AMERICAN ECONOMIC REVIEW, 1988, 78 (01) :202-209
[34]   NOVEL SUPERUNIVERSAL BEHAVIOR OF A RANDOM-WALK MODEL [J].
STANLEY, HE ;
KANG, K ;
REDNER, S ;
BLUMBERG, RL .
PHYSICAL REVIEW LETTERS, 1983, 51 (14) :1223-1226
[35]   RANDOM-WALK OF CATHODE SPOTS - A RANDOM-WALK OF DEFINITIONS - REPLY [J].
DAALDER, JE .
JOURNAL OF PHYSICS D-APPLIED PHYSICS, 1983, 16 (09) :L177-L179
[36]   RANDOM-WALK MODELS OF ADVERTISING, THEIR DIFFUSION APPROXIMATION AND HYPOTHESIS TESTING [J].
TAPIERO, CS .
ANNALS OF ECONOMIC AND SOCIAL MEASUREMENT, 1975, 4 (02) :293-309
[37]   THE STOCK-MARKET [J].
SCHREDER, HX .
JOURNAL OF FINANCE, 1962, 17 (02) :245-258
[38]   4 TESTS FOR THE RANDOM-WALK HYPOTHESIS - POWER VERSUS ROBUSTNESS [J].
HANDA, J ;
MA, BK .
ECONOMICS LETTERS, 1989, 29 (02) :141-145
[39]   TESTING THE RANDOM-WALK HYPOTHESIS - POWER VERSUS FREQUENCY OF OBSERVATION [J].
SHILLER, RJ ;
PERRON, P .
ECONOMICS LETTERS, 1985, 18 (04) :381-386
[40]   THE BEHAVIOR OF THE STOCK-MARKET IN A DEVELOPING-ECONOMY [J].
DARRAT, AF ;
MUKHERJEE, TK .
ECONOMICS LETTERS, 1986, 22 (2-3) :273-278
12345