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:254 - 14 self

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Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test –Andrew W. Lo, A. Craig MacKinlay — 1988 — REVIEW OF FINANCIAL STUDIES
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test –Andrew W. Lo, A. Craig Mackinlay — 1988 — Review of Financial Studies