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Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models

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  • Benoit Mandelbrot

Abstract

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Suggested Citation

  • Benoit Mandelbrot, 1965. "Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models," The Journal of Business, University of Chicago Press, vol. 39, pages 242-242.
    • Handle: RePEc:ucp:jnlbus:v:39:y:1965:p:242
    DOI: 10.1086/294850
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    Cited by:

    1. Thomas Delcey, 2019. "Samuelson vs Fama on the Efficient Market Hypothesis: The Point of View of Expertise [Samuelson vs Fama sur l’efficience informationnelle des marchés financiers : le point de vue de l’expertise]," Post-Print hal-01618347, HAL.
    2. Thomas Delcey, 2019. "Samuelson vs Fama on the Efficient Market Hypothesis: The Point of View of Expertise [Samuelson vs Fama sur l’efficience informationnelle des marchés financiers : le point de vue de l’expertise]," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01618347, HAL.
    3. Beat Gerber, 1980. "Der Zufallscharakter im Wechselkursverhalten," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 116(IV), pages 403-422, December.
    4. Wilson, Christine A. & Featherstone, Allen M., 2002. "The Effects Of Food Safety Issues On Diversifiable And Nondiversifiable Agribusiness Risk," 2002 Annual meeting, July 28-31, Long Beach, CA 19678, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    5. Rodríguez-Aguilar, Román & Cruz-Aké, Salvador & Venegas-Martínez, Francisco, 2014. "A Measure of Early Warning of Exchange-Rate Crises Based on the Hurst Coefficient and the Αlpha-Stable Parameter," MPRA Paper 59046, University Library of Munich, Germany.
    6. Stephen F. LeRoy, 1990. "Capital market efficiency: an update," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 29-40.

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