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Filter Tests of U.K. Share Prices
11 references·2 citing·25 second hop
Filter Tests of U.K. Share Prices (1970)Filter Tests of U.K. Share PricesThe variation of certain speculative prices (1997)The variation of certain spec…Spectral analysis of stock market prices (1979)Spectral analysis of stock ma…SHARE PRICE MOVEMENTS: A MARKOVIAN APPROACH* (1969)SHARE PRICE MOVEMENTS: A MARK…The Random Character of Stock Market Prices (1968)The Random Character of Stock…Market 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…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…Price Movements in Speculative Markets : Trends or Random Walks (1961)Price Movements in Speculativ…The Analysis of Economic Time-Series-Part I: Prices (1953)The Analysis of Economic Time…The Profitability of Technical Analysis: A Review (2004)The Profitability of Technica…Random Walk and The Stock Exchange of Singapore (1980)Random Walk and The Stock Exc…SPECTRAL ANALYSIS OF NEW YORK STOCK MARKET PRICES (1963)Predictability of Stock Market Prices. (1971)Foundations of Finance. (1977)Evolution in dynamic linkages across daily national stock indexes (1991)EVIDENCE ON ADJUSTMENTS IN MAJOR NATIONAL STOCK MARKET LINKAGES OVER THE 1980S (1994)The Typical Spectral Shape of an Economic Variable (2001)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 Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Martingales and stochastic integrals in the theory of continuous trading (1981)Trends and random walks in macroeconomic time series (1988)Modelling of extremal events in insurance and finance (1994)Rational Expectations and the Theory of Price Movements (1961)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)
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
  • 1968The Random Character of Stock Market Prices944 cited
  • 1966Market and Industry Factors in Stock Price Behavior838 cited
  • 1953The Analysis of Economic Time-Series-Part I: Prices834 cited
  • 1966Filter Rules and Stock-Market Trading832 cited
  • 1961Price Movements in Speculative Markets : Trends or Random Walks645 cited
  • 1965The Random Character of Stock Market Prices.278 cited
  • 1979Spectral analysis of stock market prices41 cited
  • 1969SHARE PRICE MOVEMENTS: A MARKOVIAN APPROACH*33 cited

Cited by

  • 2004The Profitability of Technical Analysis: A Review22 cited
  • 1980Random Walk and The Stock Exchange of Singapore19 cited

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