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SHARE PRICE MOVEMENTS: A MARKOVIAN APPROACH*
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SHARE PRICE MOVEMENTS: A MARKOVIAN APPROACH* (1969)SHARE PRICE MOVEMENTS: A MARKOVIAN APPROA…The price leadership share: a new measure of price discovery in financial markets (2020)The price leadership share: a…The size effect and the random walk hypothesis: evidence from the London Stock Exchange using Markov Chains (2003)The size effect and the rando…A Note on the Price Behavior of Far Eastern Stocks (1978)A Note on the Price Behavior …The behavior of equity securities on the German Stock Exchange (1977)The behavior of equity securi…The Behavior of Stock-Price Relatives—A Markovian Analysis (1973)The Behavior of Stock-Price R…Security Prices as Markov Processes (1973)Security Prices as Markov Pro…The Random Walk Hypothesis and Technical Analysis (1970)The Random Walk Hypothesis an…Filter Tests of U.K. Share Prices (1970)Filter Tests of U.K. Share Pr…The Behavior of Stock-Market Prices (1965)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The variation of certain speculative prices (1997)Option pricing under a normal mixture distribution derived from the Markov tree model (2012)Risk measurement when shares are subject to infrequent trading (1979)Crises in the economic and financial structure (1983)The Cross-Section of Expected Stock Returns (1992)The size effect reversal in the USA (2005)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)The pricing of risky assets on the Belgian stock market (1982)Capital asset pricing model on UK securities using ARCH (2003)Market and Industry Factors in Stock Price Behavior (1966)NOTE ON THE VALIDITY OF THE RANDOM WALK FOR EUROPEAN STOCK PRICES (1973)The behaviour of Hong Kong stock prices (1984)Forecasting closing price indices using neural networks (2006)Testing of Weak Form of Efficient Market Hypothesis: Evidence from the Bahrain Bourse (2017)A Simplified Model for Portfolio Analysis (1963)The Random Character of Stock Market Prices (1968)Predicting the behaviour of Australian ESG REITs using Markov chain analysis (2015)The Variation of Certain Speculative Prices (1963)Random Walk and The Stock Exchange of Singapore (1980)The Profitability of Technical Analysis: A Review (2004)Price Movements in Speculative Markets : Trends or Random Walks (1961)SPECTRAL ANALYSIS OF NEW YORK STOCK MARKET PRICES (1963)THE RANDOM‐WALK HYPOTHESIS OF STOCK MARKET BEHAVIORa (1964)Investigating the Effect of Noise Elimination on LSTM Models for Financial Markets Prediction Using Kalman Filter and Wavelet Transform (2022)Economics and Information Theory (1967)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)
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  • 1978A Note on the Price Behavior of Far Eastern Stocks32 cited
  • 1970The Random Walk Hypothesis and Technical Analysis26 cited
  • 1970Filter Tests of U.K. Share Prices26 cited
  • 1973The Behavior of Stock-Price Relatives—A Markovian Analysis24 cited
  • 1977The behavior of equity securities on the German Stock Exchange21 cited
  • 2003The size effect and the random walk hypothesis: evidence from the London Stock Exchange using Markov Chains18 cited
  • 1973Security Prices as Markov Processes17 cited
  • 2020The price leadership share: a new measure of price discovery in financial markets15 cited

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