INVESTIGATIONS OF NONSTATIONARITY IN PRICES

[1] Distribution of the serial correlation coefficient [J]. ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 : 1 - 13

[2] Bachelier L., 1900, THEORIE SPECULATION

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

[4] INFORMATION CONTENT OF ANNUAL EARNINGS ANNOUNCEMENTS [J]. JOURNAL OF ACCOUNTING RESEARCH, 1968, 6 : 67 - 92

[5] BONESS AJ, 1972, J FINANCIAL QUAN SEP

[6] TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN 2 LINEAR REGRESSIONS [J]. ECONOMETRICA, 1960, 28 (03) : 591 - 605

[7] COOTNER PH, 1962, IMR-IND MANAG REV, V3, P24

[8] Fama E. F., 1969, INT ECON REV, V10, P1, DOI [10.2307/2525569, DOI 10.2307/2525569]

[9] SOME PROPERTIES OF SYMMETRIC STABLE DISTRIBUTIONS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (323) : 817 - &

[10] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J]. JOURNAL OF FINANCE, 1970, 25 (02) : 383 - 423

[1] Distribution of the serial correlation coefficient [J]. ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 : 1 - 13

[2] Bachelier L., 1900, THEORIE SPECULATION

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

[4] INFORMATION CONTENT OF ANNUAL EARNINGS ANNOUNCEMENTS [J]. JOURNAL OF ACCOUNTING RESEARCH, 1968, 6 : 67 - 92

[5] BONESS AJ, 1972, J FINANCIAL QUAN SEP

[6] TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN 2 LINEAR REGRESSIONS [J]. ECONOMETRICA, 1960, 28 (03) : 591 - 605

[7] COOTNER PH, 1962, IMR-IND MANAG REV, V3, P24

[8] Fama E. F., 1969, INT ECON REV, V10, P1, DOI [10.2307/2525569, DOI 10.2307/2525569]

[9] SOME PROPERTIES OF SYMMETRIC STABLE DISTRIBUTIONS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (323) : 817 - &

[10] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J]. JOURNAL OF FINANCE, 1970, 25 (02) : 383 - 423