Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87)
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- Andrew W. Lo & Craig A. MacKinlay, "undated". "Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87)," Rodney L. White Center for Financial Research Working Papers 5-87, Wharton School Rodney L. White Center for Financial Research.
References listed on IDEAS
- Burbidge, John B, 1983. "Government Debt in an Overlapping-Generations Model with Bequests and Gifts," American Economic Review, American Economic Association, vol. 73(1), pages 222-227, March.
- Kimball, Miles S., 1987. "Making sense of two-sided altruism," Journal of Monetary Economics, Elsevier, vol. 20(2), pages 301-326, September.
- Fischer, Stanley, 1973. "A Life Cycle Model of Life Insurance Purchases," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 14(1), pages 132-152, February.
- Abel, Andrew B, 1985. "Precautionary Saving and Accidental Bequests," American Economic Review, American Economic Association, vol. 75(4), pages 777-791, September.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Juan Jose Echavarria & Mauricio Villamizar-Villegas, 2016.
"Great expectations? evidence from Colombia’s exchange rate survey,"
Latin American Economic Review,
Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 25(1), pages 1-27, December.
- Juan José Echavarría & Mauricio Villamizar, 2012. "Great expectations? Evidence from Colombia´s exchange rate survey," BORRADORES DE ECONOMIA 009999, BANCO DE LA REPÚBLICA.
- Juan José Echavarría & Mauricio Villamizar, 2012. "Great expectations? Evidence from Colombia’s exchange rate survey," Borradores de Economia 735, Banco de la Republica de Colombia.
- Takatoshi Ito & V. Vance Roley, 1988.
"Intraday Yen/Dollar Exchange Rate Movements: News or Noise?,"
NBER Working Papers
2703, National Bureau of Economic Research, Inc.
- Takatoshi Ito & V. Vance Roley, 1988. "Intraday yen/dollar exchange rate movements: news or noise?," Research Working Paper 88-07, Federal Reserve Bank of Kansas City.
- Steven N. Durlauf & Robert E. Hall, 1989. "Bounds on the Variances of Specification Errors in Models with Expectations," NBER Working Papers 2936, National Bureau of Economic Research, Inc.
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