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There are 40138 results for: content related to: THE RANDOM-WALK HYPOTHESIS OF STOCK MARKET BEHAVIOR a

  1. SPECTRAL ANALYSIS OF NEW YORK STOCK MARKET PRICES

    Kyklos

    Volume 16, Issue 1, February 1963, Pages: 1–27, CLIVE W. J. GRANGER and OSKAR MORGENSTERN

    Version of Record online : 5 MAY 2007, DOI: 10.1111/j.1467-6435.1963.tb00270.x

  2. A SPECTRAL ANALYSIS OF AUSTRALIAN SHARE PRICES

    Australian Economic Papers

    Volume 12, Issue 20, June 1973, Pages: 70–78, P. D. PRAETZ

    Version of Record online : 28 JUN 2008, DOI: 10.1111/j.1467-8454.1973.tb00296.x

  3. RANDOM WALK AND PRICE TRENDS: THE LIVE CATTLE FUTURES MARKET

    The Journal of Finance

    Volume 27, Issue 4, September 1972, Pages: 879–889, Raymond M. Leuthold

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1972.tb01318.x

  4. AUSTRALIAN SHARE PRICES AND THE RANDOM WALK HYPOTHESIS

    Australian Journal of Statistics

    Volume 11, Issue 3, November 1969, Pages: 123–139, P. D. Praetz

    Version of Record online : 26 FEB 2008, DOI: 10.1111/j.1467-842X.1969.tb00100.x

  5. Fractional dynamics in international commodity prices

    Journal of Futures Markets

    Volume 17, Issue 2, April 1997, Pages: 161–189, John Barkoulas, Walter C. Labys and Joseph Onochie

    Version of Record online : 7 DEC 1998, DOI: 10.1002/(SICI)1096-9934(199704)17:2<161::AID-FUT2>3.0.CO;2-H

  6. The Basics of Mean Reversion

    Algorithmic Trading: Winning Strategies and Their Rationale

    Ernest P. Chan, Pages: 39–62, 2014

    Published Online : 30 JUL 2014, DOI: 10.1002/9781118676998.ch2

  7. A CRITICAL NOTE ON THE THEORY OF PRODUCTION

    Australian Economic Papers

    Volume 15, Issue 27, December 1976, Pages: 252–266, DAVID P. LEVINE

    Version of Record online : 28 JUN 2008, DOI: 10.1111/j.1467-8454.1976.tb00573.x

  8. You have free access to this content
    IN SEARCH OF HUNT'S SHORT-RUN PRICE CYCLES IN THE SYDNEY WOOL FUTURES MARKET

    Australian Journal of Agricultural Economics

    Volume 22, Issue 2-3, August-December 1978, Pages: 129–134, Brian S. Fisher and Carolyn Tanner

    Version of Record online : 16 APR 2012, DOI: 10.1111/j.1467-8489.1978.tb00212.x

  9. THE RANDOM WALK AND A THIN MARKET

    Journal of Business Finance & Accounting

    Volume 5, Issue 3, September 1978, Pages: 321–328, NIGEL MEADE

    Version of Record online : 7 DEC 2006, DOI: 10.1111/j.1468-5957.1978.tb01045.x

  10. How much do we know about market integration in Europe?

    The Economic History Review

    Volume 65, Issue 2, May 2012, Pages: 470–497, GIOVANNI FEDERICO

    Version of Record online : 11 JUL 2011, DOI: 10.1111/j.1468-0289.2011.00608.x

  11. Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence

    Econometrica

    Volume 73, Issue 3, May 2005, Pages: 837–901, Yongmiao Hong and 1 Halbert White 2

    Version of Record online : 18 APR 2005, DOI: 10.1111/j.1468-0262.2005.00597.x

  12. Do Forest Products Prices Display Long Memory?

    Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie

    Volume 60, Issue 2, June 2012, Pages: 239–261, Kurt Niquidet and Lili Sun

    Version of Record online : 29 MAR 2012, DOI: 10.1111/j.1744-7976.2012.01244.x

  13. A STATISTICAL STUDY OF U.K. SHARE PRICES

    Scottish Journal of Political Economy

    Volume 17, Issue 3, November 1970, Pages: 369–389, Myles M. Dryden

    Version of Record online : 9 OCT 2007, DOI: 10.1111/j.1467-9485.1970.tb00714.x

  14. Multiple Inference and Market Integration: An Application to Swedish Fish Markets

    Journal of Agricultural Economics

    Volume 66, Issue 1, February 2015, Pages: 221–235, Johan Blomquist

    Version of Record online : 22 AUG 2014, DOI: 10.1111/1477-9552.12084

  15. RECENT BEHAVIOUR OF STOCK MARKET PRICES IN GERMANY AND THE RANDOM WALK HYPOTHESIS

    Kyklos

    Volume 26, Issue 3, January 1973, Pages: 576–599, Klaus Conrad and D. Johannes Jüttner

    Version of Record online : 5 MAY 2007, DOI: 10.1111/j.1467-6435.1973.tb01882.x

  16. Forecasting Financial Variables

    A Companion to Economic Forecasting

    Michael P. Clements, David F. Hendry, Pages: 510–538, 2007

    Published Online : 30 NOV 2007, DOI: 10.1002/9780470996430.ch22

  17. The Nobel Memorial Prize for Clive W. J. Granger

    The Scandinavian Journal of Economics

    Volume 106, Issue 2, June 2004, Pages: 187–213, David F. Hendry

    Version of Record online : 16 AUG 2004, DOI: 10.1111/j.0347-0520.2004.00361.x

  18. Stylized facts of daily return series and the hidden Markov model

    Journal of Applied Econometrics

    Volume 13, Issue 3, May/June 1998, Pages: 217–244, Tobias Rydén, Timo Teräsvirta and Stefan Åsbrink

    Version of Record online : 21 DEC 1998, DOI: 10.1002/(SICI)1099-1255(199805/06)13:3<217::AID-JAE476>3.0.CO;2-V

  19. You have free access to this content
    SHORT RUN PRICE CYCLES IN THE SYDNEY WOOL FUTURES MARKET

    Australian Journal of Agricultural Economics

    Volume 18, Issue 2, August 1974, Pages: 133–143, B.F. Hunt

    Version of Record online : 16 APR 2012, DOI: 10.1111/j.1467-8489.1974.tb00133.x

  20. Dependence in commodity prices

    Journal of Futures Markets

    Volume 12, Issue 4, August 1992, Pages: 429–446, Richard L. Peterson, Christopher K. Ma and Robert J. Ritchey

    Version of Record online : 15 SEP 2006, DOI: 10.1002/fut.3990120405