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A STATISTICAL STUDY OF U.K. SHARE PRICES
9 references·6 citing·24 second hop
A STATISTICAL STUDY OF U.K. SHARE PRICES (1970)A STATISTICAL STUDY OF U.K. SHARE PRICESProof that Properly Anticipated Prices Fluctuate Randomly (2015)Proof that Properly Anticipat…The variation of certain speculative prices (1997)The variation of certain spec…Random Walks: Reality or Myth (1967)Random Walks: Reality or MythMarket and Industry Factors in Stock Price Behavior (1966)Market and Industry Factors i…Filter Rules and Stock-Market Trading (1966)Filter Rules and Stock-Market…Tomorrow on the New York Stock Exchange (1965)Tomorrow on the New York Stoc…The Random Character of Stock Market Prices. (1965)The Random Character of Stock…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …The Variation of Certain Speculative Prices (1963)The Variation of Certain Spec…Chaotic Processes of Common Stock Index Returns: An Empirical Examination on Istanbul Stock Exchange (ISE) Market (2010)Chaotic Processes of Common S…The Evolving and Relative Efficiencies of Stock Markets: Empirical Evidence from Rolling Bicorrelation Test Statistics (2006)The Evolving and Relative Eff…The Profitability of Technical Analysis: A Review (2004)The Profitability of Technica…A Test of the Apt In Pricing Uk Stocks (1987)A Test of the Apt In Pricing …The behaviour of Hong Kong stock prices (1984)The behaviour of Hong Kong st…Price Formation in the Norwegian and Swedish Stock Markets: Some Random Walk Tests (1974)Price Formation in the Norweg…Price Movements in Speculative Markets : Trends or Random Walks (1961)Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models (1966)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)The Adaptive Markets Hypothesis (2004)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Permanent and Temporary Components of Stock Prices (1988)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Risk, Return, and Equilibrium: Empirical Tests (1973)The Distribution of Share Price Changes (1972)On the causality and co-movements of scandinavian stock market returns (1993)The Behavior of Stock Prices on Fridays and Mondays (1973)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)Option pricing when underlying stock returns are discontinuous (1976)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On Technical Analysis (1989)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)THE VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY (1972)"Hot Issue" Markets (1975)STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICES (1976)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)
this work references cited by second hop

References

  • 1965The Behavior of Stock-Market Prices8,772 cited
  • 1963The Variation of Certain Speculative Prices4,890 cited
  • 1997The variation of certain speculative prices4,513 cited
  • 2015Proof that Properly Anticipated Prices Fluctuate Randomly2,078 cited
  • 1966Market and Industry Factors in Stock Price Behavior838 cited
  • 1966Filter Rules and Stock-Market Trading832 cited
  • 1967Random Walks: Reality or Myth98 cited
  • 1965The Random Character of Stock Market Prices.93 cited
  • 1965Tomorrow on the New York Stock Exchange66 cited

Cited by

  • 1974Price Formation in the Norwegian and Swedish Stock Markets: Some Random Walk Tests31 cited
  • 1984The behaviour of Hong Kong stock prices29 cited
  • 2006The Evolving and Relative Efficiencies of Stock Markets: Empirical Evidence from Rolling Bicorrelation Test Statistics27 cited
  • 2010Chaotic Processes of Common Stock Index Returns: An Empirical Examination on Istanbul Stock Exchange (ISE) Market24 cited
  • 1987A Test of the Apt In Pricing Uk Stocks23 cited
  • 2004The Profitability of Technical Analysis: A Review22 cited

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