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Random Walk and The Stock Exchange of Singapore
11 references·0 citing·28 second hop
Random Walk and The Stock Exchange of Singapore (1980)Random Walk and The Stock Exchange of Sin…Predictability of Price Trends on Stock Exchanges: A Study of Some Far Eastern Countries (1978)Predictability of Price Trend…International Capital Markets. (1976)International Capital Markets.RECENT BEHAVIOUR OF STOCK MARKET PRICES IN GERMANY AND THE RANDOM WALK HYPOTHESIS (1973)RECENT BEHAVIOUR OF STOCK MAR…The Distribution of Share Price Changes (1972)The Distribution of Share Pri…Filter Tests of U.K. Share Prices (1970)Filter Tests of U.K. Share Pr…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …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 …Price Movements in Speculative Markets : Trends or Random Walks (1961)Price Movements in Speculativ…Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models (1966)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)The Adaptive Markets Hypothesis (2004)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Risk measurement when shares are subject to infrequent trading (1979)The weak-form efficiency of the Taiwan share market (1996)International stock market efficiency and integration (2015)International Listings and Stock Returns: Some Empirical Evidence (1988)The adaptive markets hypothesis: Insights into small stock market efficiency (2024)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)The distribution of realized stock return volatility (2001)A Jump-Diffusion Model for Option Pricing (2002)INVESTOR RECOGNITION OF CORPORATE INTERNATIONAL DIVERSIFICATION (1977)The dynamics of financial globalization: Technology, market structure, and policy response (1994)The Determinants of Banking Crises in Developing and Developed Countries (1998)THE VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY (1972)"Hot Issue" Markets (1975)STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICES (1976)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1965The Behavior of Stock-Market Prices8,772 cited
  • 1966Filter Rules and Stock-Market Trading832 cited
  • 1961Price Movements in Speculative Markets : Trends or Random Walks645 cited
  • 1972The Distribution of Share Price Changes533 cited
  • 1976International Capital Markets.202 cited
  • 1965The Random Character of Stock Market Prices.93 cited
  • 1973RECENT BEHAVIOUR OF STOCK MARKET PRICES IN GERMANY AND THE RANDOM WALK HYPOTHESIS48 cited
  • 1978Predictability of Price Trends on Stock Exchanges: A Study of Some Far Eastern Countries26 cited
  • 1970Filter Tests of U.K. Share Prices26 cited

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