FILTER RULES AND STOCK-MARKET TRADING

被引：374

作者：

FAMA, EF ^{[1
]}

BLUME, ME ^{[1
]}

机构：

[1] UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL

来源：

关键词：

D O I：

10.1086/294849

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：226 / 241

页数：16

共 12 条

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[2]

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

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[6]

Godfrey M., 1964, KYKLOS, V17, P1, DOI DOI 10.1111/J.1467-6435.1964.TB02458.X

[7] SPECTRAL-ANALYSIS OF NEW-YORK STOCK-MARKET PRICES [J].

GRANGER, CWJ ;

MORGENSTERN, O .

[8]

KENDALL MG, 1953, J ROYAL STATISTICAL, V96, P11

[9] THE VARIATION OF CERTAIN SPECULATIVE PRICES [J].

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[10]

MANDELBROT B, 1966, J BUSINESS 2 S, V39