FORECASTS OF FUTURE PRICES, UNBIASED MARKETS, AND MARTINGALE MODELS

[1] Bachelier L, 1900, ANN SCI ECOLE NORM S, V17, P21

[2] Bachelier L., 1964, RANDOM CHARACTER STO

[3] Bachelier LJ-BA, 1900, THESIS U PARIS

[4] THE BEHAVIOR OF STOCK-MARKET PRICES [J]. JOURNAL OF BUSINESS, 1965, 38 (01) : 34 - 105

[5] FAMA EF, 1966, J BUSINESS 2 S, V39

[6] NEW METHODS IN STATISTICAL ECONOMICS [J]. JOURNAL OF POLITICAL ECONOMY, 1963, 71 (05) : 421 - 440

[7] MANDELBROT B, 1963, J BUS, V36, P392

[1] Bachelier L, 1900, ANN SCI ECOLE NORM S, V17, P21

[2] Bachelier L., 1964, RANDOM CHARACTER STO

[3] Bachelier LJ-BA, 1900, THESIS U PARIS

[4] THE BEHAVIOR OF STOCK-MARKET PRICES [J]. JOURNAL OF BUSINESS, 1965, 38 (01) : 34 - 105

[5] FAMA EF, 1966, J BUSINESS 2 S, V39

[6] NEW METHODS IN STATISTICAL ECONOMICS [J]. JOURNAL OF POLITICAL ECONOMY, 1963, 71 (05) : 421 - 440

[7] MANDELBROT B, 1963, J BUS, V36, P392