NOTE ON VALIDITY OF RANDOM WALK FOR EUROPEAN STOCK PRICES

被引：27

作者：

SOLNIK, BH ^{[1
]}

机构：

[1] STANFORD UNIV,GRAD SCH BUS,STANFORD,CA 94305

来源：

关键词：

D O I：

10.2307/2978754

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1151 / 1159

页数：9

共 11 条

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[2]

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[3]

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[4] THE BEHAVIOR OF STOCK-MARKET PRICES [J].

FAMA, EF .

[5]

JENNINGS EH, 1971, J FINANC QUANT ANAL, P797

[6]

KENDALL MG, 1953, J ROYAL STATISTICAL, V7, P145

[7] MARKET AND INDUSTRY FACTORS IN STOCK PRICE BEHAVIOR [J].

KING, BF .

[8]

MOORE AB, 1964, RANDOM CHARACTER STO

[9]

NIEDERHO.V, 1966, J AM STAT ASSOC, V61, P897

[10] PERIODIC STRUCTURE IN THE BROWNIAN-MOTION OF STOCK-PRICES [J].

OSBORNE, MFM .