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NOTE ON THE VALIDITY OF THE RANDOM WALK FOR EUROPEAN STOCK PRICES
5 references·16 citing·42 second hop
NOTE ON THE VALIDITY OF THE RANDOM WALK FOR EUROPEAN STOCK PRICES (1973)NOTE ON THE VALIDITY OF THE RANDOM WALK F…Market Making and Reversal on the Stock Exchange (1966)Market Making and Reversal on…Market and Industry Factors in Stock Price Behavior (1966)Market and Industry Factors i…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Periodic Structure in the Brownian Motion of Stock Prices (1962)Periodic Structure in the Bro…The Analysis of Economic Time-Series-Part I: Prices (1953)The Analysis of Economic Time…Behavioural biases affecting investors’ decision-making process: a scale development approach (2021)Behavioural biases affecting …Momentum investing: a systematic literature review and bibliometric analysis (2020)Momentum investing: a systema…The Efficient-Market Hypothesis and the Financial Crisis (2011)The Efficient-Market Hypothes…Chapter 17 On the predictability of common stock returns: World-wide evidence (1995)Chapter 17 On the predictabil…Conditional Heteroskedasticity and Global Stock Return Distributions (1994)Conditional Heteroskedasticit…Analysing stock market behaviour in a small capital market (1991)Analysing stock market behavi…The behaviour of Athens stock prices (1990)The behaviour of Athens stock…Weak-Form Efficiency in the Nineteenth Century: A Study of Daily Prices in the London Market for 3 per cent Consols, 1821-1860 (1989)Weak-Form Efficiency in the N…Is the Stock Market Efficient? 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this work references cited by second hop

References

  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1966Market and Industry Factors in Stock Price Behavior838 cited
  • 1953The Analysis of Economic Time-Series-Part I: Prices831 cited
  • 1966Market Making and Reversal on the Stock Exchange371 cited
  • 1962Periodic Structure in the Brownian Motion of Stock Prices361 cited

Cited by

  • 1985The behavior of stock prices on LDC markets106 cited
  • 1989Is the Stock Market Efficient?88 cited
  • 2021Behavioural biases affecting investors’ decision-making process: a scale development approach79 cited
  • 1986Weak-form efficiency in the Kuala Lumpur and Singapore stock markets78 cited
  • 1989Weak-Form Efficiency in the Nineteenth Century: A Study of Daily Prices in the London Market for 3 per cent Consols, 1821-186076 cited
  • 1983An empirical test of the efficiency of the ADR market74 cited
  • 1982World stock markets: some random walk tests74 cited
  • 1990The behaviour of Athens stock prices71 cited
  • 1981Bank Annual Report Disclosure Adequacy Internationally67 cited
  • 1980Intertemporal Cross-Dependence in Securities Daily Returns and the Short-Run Intervaling Effect on Systematic Risk

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66 cited
  • 1995Chapter 17 On the predictability of common stock returns: World-wide evidence56 cited
  • 2011The Efficient-Market Hypothesis and the Financial Crisis50 cited
  • 1978THE BEHAVIOUR OF SHARE PRICES ON THE JOHANNESBURG STOCK EXCHANGE49 cited
  • 1991Analysing stock market behaviour in a small capital market43 cited
  • 2020Momentum investing: a systematic literature review and bibliometric analysis42 cited
  • 1994Conditional Heteroskedasticity and Global Stock Return Distributions39 cited