Stock Market Prices Do Not Follow Random Walks : Evidence from a Simple Specification Test
Year of publication: |
[2008]
|
---|---|
Authors: | Lo, Andrew W. |
Other Persons: | Mackinlay, A. Craig (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Börsenkurs | Share price | Aktienmarkt | Stock market |
Extent: | 1 Online-Ressource (47 p) |
---|---|
Series: | NBER Working Paper ; No. w2168 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 1987 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Price gaps : another market anomaly?
Caporale, Guglielmo Maria, (2016)
-
Should stock market return forecasts be conditioned on politics?
Powell, John Gregory, (2015)
-
Rahman, Sisili, (2018)
- More ...
-
When are Contrarian Profits Due to Stock Market Overreaction?
Lo, Andrew W., (1989)
-
An Econometric Analysis of Nonsynchronous Trading
Lo, Andrew W., (1991)
-
Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test
Lo, Andrew W., (1988)
- More ...