NEW LOOK AT RANDOM WALK HYPOTHESIS

被引:29
作者
SMIDT, S
机构
关键词
D O I
10.2307/2329812
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:235 / 281
页数:47
相关论文
共 26 条
[1]  
ALEXANDER SS, 1961, IMR-IND MANAG REV, V2, P7
[2]  
ALEXANDER SS, 1964, RANDOM CHARACTER STO, P338
[3]  
BRINEGAR CS, 1954, THESIS STANFORD U
[4]   A REVISION OF PREVIOUS CONCLUSIONS REGARDING STOCK-PRICE BEHAVIOR [J].
COWLES, A .
ECONOMETRICA, 1960, 28 (04) :909-915
[5]  
DAVIS JV, 1967, THESIS CORNELL U
[6]   COST OF TRANSACTING [J].
DEMSETZ, H .
QUARTERLY JOURNAL OF ECONOMICS, 1968, 82 (01) :33-53
[7]   FILTER RULES AND STOCK-MARKET TRADING [J].
FAMA, EF ;
BLUME, ME .
JOURNAL OF BUSINESS, 1966, 39 (01) :226-241
[8]   THE BEHAVIOR OF STOCK-MARKET PRICES [J].
FAMA, EF .
JOURNAL OF BUSINESS, 1965, 38 (01) :34-105
[9]  
FERBER R, 1958, J FINANC, V13, P80
[10]  
LARSON AB, 1967, FOOD RESEARCH I ST S, V7, P49