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Tests of the Random Walk Hypothesis Against a Price-Trend Hypothesis


  • Taylor, Stephen J.


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  • Taylor, Stephen J., 1982. "Tests of the Random Walk Hypothesis Against a Price-Trend Hypothesis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 17(01), pages 37-61, March.
  • Handle: RePEc:cup:jfinqa:v:17:y:1982:i:01:p:37-61_01

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    References listed on IDEAS

    1. Milton Friedman, 1959. "The Demand for Money: Some Theoretical and Empirical Results," NBER Chapters,in: The Demand for Money: Some Theoretical and Empirical Results, pages 1-29 National Bureau of Economic Research, Inc.
    2. Graves, Philip E, 1978. "New Evidence on Income and the Velocity of Money," Economic Inquiry, Western Economic Association International, vol. 16(1), pages 53-68, January.
    3. Graves, Philip E, 1976. "Wealth and Cash Asset Proportions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 8(4), pages 487-496, November.
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    Cited by:

    1. L. Ingber, 1996. "Canonical momenta indicators of financial markets and neocortical EEG," Lester Ingber Papers 96cm, Lester Ingber.
    2. Chun, Young Hak, 1997. "Rank-based selection strategies for the random walk process," European Journal of Operational Research, Elsevier, vol. 96(2), pages 417-427, January.
    3. L. Ingber & M.F. Wehner & G.M. Jabbour & T.M. Barnhill, 1991. "Application of statistical mechanics methodology to term-structure bond-pricing models," Lester Ingber Papers 91as, Lester Ingber.
    4. Lester Ingber & Radu Paul Mondescu, 2000. "Optimization of Trading Physics Models of Markets," Papers physics/0007075,
    5. Ingber, Lester, 2000. "High-resolution path-integral development of financial options," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 283(3), pages 529-558.
    6. L. Ingber & J.K. Wilson, 2000. "Statistical mechanics of financial markets: Exponential modifications to Black-Scholes," Lester Ingber Papers 00fm, Lester Ingber.
    7. Markku Lanne & Mika Meitz & Pentti Saikkonen, 2012. "Testing for Predictability in a Noninvertible ARMA Model," KoƧ University-TUSIAD Economic Research Forum Working Papers 1225, Koc University-TUSIAD Economic Research Forum.
    8. L. Ingber & R.P. Mondescu, 2003. "Automated internet trading based on optimized physics models of markets," Lester Ingber Papers 03ai, Lester Ingber.
    9. Nyholm, Juho, 2017. "Residual-based diagnostic tests for noninvertible ARMA models," MPRA Paper 81033, University Library of Munich, Germany.

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