The research described in this paper, performed in the Econometric Research Program at Princeton University, was supported by National Science Foundation Grant NSF-GS30. The computer facilities used are supported by National Science Foundation Grant NSF-GP579. This paper was originally presented at the Summer Meeting of the Econometric Society in Cleveland, Ohio, September 4-7, 1963. The authors would particularly like to acknowledge the helpful comments and criticisms of an earlier draft made by John W. Tukey.
THE RANDOM-WALK HYPOTHESIS OF STOCK MARKET BEHAVIORa
Article first published online: 5 MAY 2007
Volume 17, Issue 1, pages 1–30, February 1964
How to Cite
Godfrey, M. D., Granger, C. W. J. and Morgenstern, O. (1964), THE RANDOM-WALK HYPOTHESIS OF STOCK MARKET BEHAVIOR. Kyklos, 17: 1–30. doi: 10.1111/j.1467-6435.1964.tb02458.x
- Issue published online: 5 MAY 2007
- Article first published online: 5 MAY 2007
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