Buying and selling an asset over the finite time horizon: A non-parametric approach
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References listed on IDEAS
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- Andrew W. Lo, A. Craig MacKinlay, 1988.
"Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test,"
Review of Financial Studies,
Society for Financial Studies, vol. 1(1), pages 41-66.
- Andrew W. Lo & A. Craig MacKinlay, 1987. "Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test," NBER Working Papers 2168, National Bureau of Economic Research, Inc.
- Whipple, David, 1973. "A Generalized Theory of Job Search," Journal of Political Economy, University of Chicago Press, vol. 81(5), pages 1170-1188, Sept.-Oct.
- Lippman, Steven A & McCall, John J, 1976. "The Economics of Job Search: A Survey," Economic Inquiry, Western Economic Association International, vol. 14(3), pages 347-368, September.
- Telser, L G, 1973. "Searching for the Lowest Price," American Economic Review, American Economic Association, vol. 63(2), pages 40-49, May.
- Donald B. Rosenfield & Roy D. Shapiro & David A. Butler, 1983. "Optimal Strategies for Selling an Asset," Management Science, INFORMS, vol. 29(9), pages 1051-1061, September.
- Schachter, Stanley & Gerin, William & Hood, Donald C. & Anderassen, Paul, 1985. "I. Was the South Sea Bubble a random walk?," Journal of Economic Behavior & Organization, Elsevier, vol. 6(4), pages 323-329, December.
- Lippman, Steven A & McCall, John J, 1976. "The Economics of Job Search: A Survey: Part I," Economic Inquiry, Western Economic Association International, vol. 14(2), pages 155-189, June.
- Chun, Young H. & Moskowitz, Herbert & Plante, Robert D., 1994. "Dynamic programming formulation of the group interview problem with a general utility function," European Journal of Operational Research, Elsevier, vol. 78(1), pages 81-92, October.
- Hak Chun, Young, 1996. "Selecting the best choice in the weighted secretary problem," European Journal of Operational Research, Elsevier, vol. 92(1), pages 135-147, July. Full references (including those not matched with items on IDEAS)
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