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NOTE ON THE VALIDITY OF THE RANDOM WALK FOR EUROPEAN STOCK PRICES · Study

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ArticleNOTE ON THE VALIDITY OF THE RANDOM WALK FOR EUROPEAN STOCK PRICES

Bruno H. Solnik1973

Article1973

NOTE ON THE VALIDITY OF THE RANDOM WALK FOR EUROPEAN STOCK PRICES

Bruno H. Solnik

117 citations·0/0 files stored·The Journal of Finance

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Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

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References

1965The Behavior of Stock-Market Prices 1966Market and Industry Factors in Stock Price Behavior 1953The Analysis of Economic Time-Series-Part I: Prices 1966Market Making and Reversal on the Stock Exchange 1962Periodic Structure in the Brownian Motion of Stock Prices

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1985The behavior of stock prices on LDC markets 1989Is the Stock Market Efficient?2021Behavioural biases affecting investors’ decision-making process: a scale development approach 1986Weak-form efficiency in the Kuala Lumpur and Singapore stock markets 1989Weak-Form Efficiency in the Nineteenth Century: A Study of Daily Prices in the London Market for 3 per cent Consols, 1821-1860 1983An empirical test of the efficiency of the ADR market 1982World stock markets: some random walk tests 1990The behaviour of Athens stock prices

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1969AUSTRALIAN SHARE PRICES AND THE RANDOM WALK HYPOTHESISarticle · 4 shared references 1973ESTIMATING THE DEPENDENCE STRUCTURE OF SHARE PRICES —IMPLICATIONS FOR PORTFOLIO SELECTIONarticle · 3 shared references 1987On the social psychology of the stock market: Aggregate attributional effects and the regressiveness of prediction.article · 3 shared references 1973Mathematics of Speculative Pricearticle · 3 shared references 2012History of the Efficient Market Hypothesispreprint · 3 shared references 2020Review on Efficiency and Anomalies in Stock Marketsarticle · 3 shared references

Details

Year1973

Typearticle

Published1973-12-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations117

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1111/j.1540-6261.1973.tb01447.x

openalex_workW2057724667

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