Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)

by Andrew W. Lo , A. Craig MacKinlay
Venue:REVIEW OF FINANCIAL STUDIES
Citations:229 - 14 self

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11 EFFICIENT MARKETS HYPOTHESIS – Andrew W. Lo
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13 The Virtues and Vices of Equilibrium and the future of financial economics – J. Doyne Farmer, John Geanakoplos - 2009
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5 Are Stocks Really Less Volatile in the Long Run? – Lubos Pástor, Robert F. Stambaugh - 2008
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Accessed: 30/03/2010 21:19 – F. Fama, Eugene F. Fama
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Stale or Sticky Stock Prices? Non-Trading, Predictability, and Mutual Fund Returns – Marshall E. Blume, Donald B. Keim, We Thank George Benston, Brian Reid, William Chang - 2006
4 Finance: A Selective Survey – Andrew W. Lo - 2000
1 The Profitability of Technical Analysis: A Review – Cheol-ho Park, Scott H. Irwin - 2004