Search Results - subject:"Random Walk Model"

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Are stock returns predictable? : a test using Markov chains

McQueen, Grant R. - In: The journal of finance : the journal of the American … 46 (1991) 1, pp. 239-263

Persistent link: https://www.econbiz.de/10001106448

Stock price behavior in an underdeveloped capital market : Nigeria in contrast to the US

Bello, Zakri - In: The journal of applied business research 6 (1990) 4, pp. 71-87

Persistent link: https://www.econbiz.de/10001153744

Daily return correlations : a reexamination

Pettengill, Glenn N. - In: Quarterly journal of business and economics : QJBE 28 (1989) 3, pp. 122-141

Persistent link: https://www.econbiz.de/10001089463

How Much Are Exchange Rate Forecasts Worth?

Manzur, Meher - In: Australian Journal of Management 13 (1988) 1, pp. 93-113

walk model which corresponds to no-change extrapolation. In general, the results indicate that no-change extrapolation is … newspaper is used for this purpose. The accuracy of the forecasts is compared with that of the forecasts given by the random …

Persistent link: https://www.econbiz.de/10010769511

Random processes in prices and technical analysis

Tomek, William G. - In: The journal of futures markets 4 (1984) 1, pp. 15-23

Persistent link: https://www.econbiz.de/10001083020