Modeling of stock returns in continuous vis-à-vis discrete time is equivalent, respectively, to the conditioning of stock returns on a random walk process for trade imbalances vis-à-vis a random walk process for evolution of information

Oghenovo A. Obrimah, Wing-Keung Wong

Year of publication:	2022
Authors:	Obrimah, Oghenovo Adewale ; Wong, Wing Keung
Subject:	Connectedness \| general equilibrium \| lotteries \| mechanism design \| rational expectations \| stock prices \| Börsenkurs \| Share price \| Theorie \| Theory \| Random Walk \| Random walk \| Kapitaleinkommen \| Capital income \| Rationale Erwartung \| Rational expectations \| Allgemeines Gleichgewicht \| General equilibrium \| CAPM

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