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Testing for a Flat Spectrum on Efficient Market Price Data · Study

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ArticleTesting for a Flat Spectrum on Efficient Market Price Data

Peter Praetz1979

Article1979

Testing for a Flat Spectrum on Efficient Market Price Data

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

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis

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References

1977Foundations of Finance.1973Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums 1960Note on the Correlation of First Differences of Averages in a Random Chain 1963SPECTRAL ANALYSIS OF NEW YORK STOCK MARKET PRICES 1973Proof That Properly Discounted Present Values of Assets Vibrate Randomly 1964THE RANDOM‐WALK HYPOTHESIS OF STOCK MARKET BEHAVIORa 1969Spectral Methods in Econometrics 1971The Predictability of Stock Market Prices.

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1980Conjectured Models for Trends in Financial Prices, Tests and Forecastsarticle · 4 shared references 1982Tests of the Random Walk Hypothesis Against a Price-Trend Hypothesisarticle · 4 shared references 1985The behaviour of futures prices over timearticle · 4 shared references 1973A SPECTRAL ANALYSIS OF AUSTRALIAN SHARE PRICESarticle · 4 shared references 2012History of the Efficient Market Hypothesispreprint · 3 shared references 1999Commodity futures markets: a surveyarticle · 3 shared references

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Year1979

Typearticle

Published1979-06-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations39

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1111/j.1540-6261.1979.tb02131.x

openalex_workW2116861217

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