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Testing for a Flat Spectrum on Efficient Market Price Data
13 references·1 citing·40 second hop
Testing for a Flat Spectrum on Efficient Market Price Data (1979)Testing for a Flat Spectrum on Efficient …Foundations of Finance. (1977)Foundations of Finance.TEMPORAL PRICE BEHAVIOR IN COMMODITY FUTURES MARKETS* (1975)TEMPORAL PRICE BEHAVIOR IN CO…Proof That Properly Discounted Present Values of Assets Vibrate Randomly (1973)Proof That Properly Discounte…Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums (1973)Futures Trading and Investor …RANDOM WALK AND PRICE TRENDS: THE LIVE CATTLE FUTURES MARKET (1972)RANDOM WALK AND PRICE TRENDS:…The Predictability of Stock Market Prices. (1971)The Predictability of Stock M…Speculation, Hedging and Commodity Price Forecasts. (1971)Speculation, Hedging and Comm…Spectral Methods in Econometrics (1969)Spectral Methods in Econometr…AUSTRALIAN SHARE PRICES AND THE RANDOM WALK HYPOTHESIS (1969)AUSTRALIAN SHARE PRICES AND T…Spectral Analysis of the Term Structure of Interest Rates (1968)Spectral Analysis of the Term…THE RANDOM‐WALK HYPOTHESIS OF STOCK MARKET BEHAVIORa (1964)THE RANDOM‐WALK HYPOTHESIS OF…SPECTRAL ANALYSIS OF NEW YORK STOCK MARKET PRICES (1963)SPECTRAL ANALYSIS OF NEW YORK…Note on the Correlation of First Differences of Averages in a Random Chain (1960)Note on the Correlation of Fi…Contagion effects in selected European capital markets during the financial crisis of 2007–2009 (2016)Contagion effects in selected…Brownian Motion in the Stock Market (1959)Rational Expectations and the Dynamic Structure of Macroeconomic Models:A Critical Review (1975)Price formation and the appraisal function in real estate markets (1991)Physics and financial economics (1776–2014): puzzles, Ising and agent-based models (2014)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Equilibrium in a Capital Asset Market (1966)Risk, Return, and Equilibrium: Empirical Tests (1973)Hedging Pressure Effects in Futures Markets (2000)Momentum strategies in commodity futures markets (2007)Financialization in commodity markets: A passing trend or the new normal? (2015)The Behavior of Stock-Market Prices (1965)Filter Rules and Stock-Market Trading (1966)Issues in futures markets: A survey (1982)Commodity futures markets: a survey (1999)Performance of technical analysis in growth and small cap segments of the US equity market (2011)Proof that Properly Anticipated Prices Fluctuate Randomly (2015)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Time Series Analysis: Forecasting and Control (1977)Consumer Food Safety Risk Perceptions and Attitudes: Impacts on Beef Consumption across Countries (2007)Théorie de la spéculation (1900)Clustering of Stock Prices (1965)The Volume of Transactions and Price Changes on the New York Stock Exchange (1970)The variation of certain speculative prices (1997)Day of the week effect in emerging Asian stock markets: evidence from the GARCH model (2000)Efficient Market Hypothesis (1991)The Dynamic Relation Between Stock Returns, Trading Volume, and Volatility (2001)The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence (2002)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)The Interaction Between Time-Nonseparable Preferences and Time Aggregation (1993)A brief history of market efficiency (1998)An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns (2003)Seasonal Adjustment of Economic Data by Application of the General Linear Statistical Model (1972)Arms Race Modeling (1981)The Periodicity of Pricing (2006)Stable Distributions and the Mixtures of Distributions Hypotheses for Common Stock Returns (1983)A FURTHER EXAMINATION OF STOCK PRICE CHANGES AND TRANSACTION VOLUME (1985)A transactions data analysis of the variability of common stock returns during 1980–1984 (1990)
this work references cited by second hop

References

  • 1977Foundations of Finance.1,128 cited
  • 1973Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums502 cited
  • 1960Note on the Correlation of First Differences of Averages in a Random Chain406 cited
  • 1963SPECTRAL ANALYSIS OF NEW YORK STOCK MARKET PRICES383 cited
  • 1973Proof That Properly Discounted Present Values of Assets Vibrate Randomly243 cited
  • 1964THE RANDOM‐WALK HYPOTHESIS OF STOCK MARKET BEHAVIORa187 cited
  • 1969Spectral Methods in Econometrics135 cited
  • 1971The Predictability of Stock Market Prices.130 cited
  • 1975TEMPORAL PRICE BEHAVIOR IN COMMODITY FUTURES MARKETS*127 cited
  • 1972RANDOM WALK AND PRICE TRENDS: THE LIVE CATTLE FUTURES MARKET117 cited
  • 1969AUSTRALIAN SHARE PRICES AND THE RANDOM WALK HYPOTHESIS74 cited
  • 1971Speculation, Hedging and Commodity Price Forecasts.70 cited
  • 1968Spectral Analysis of the Term Structure of Interest Rates38 cited

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  • 2016Contagion effects in selected European capital markets during the financial crisis of 2007–200928 cited

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