The size and power of the variance ratio test in finite samplesAndrew W. Lo, A. Craig MacKinlay1989-02-01articleJournal of Econometrics522 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesMonetary Policy and Economic ImpactFinancial Risk and Volatility ModelingAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 522 citations exist upstream.References1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation1988Testing for a Unit Root in Time Series Regression1978Specification Tests in Econometrics1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root1978Asset Prices in an Exchange Economy1987Expected stock returns and volatilityCited by1993A simple multiple variance ratio test1989Drawing inferences from statistics based on multiyear asset returns2000Alternative Variance-Ratio Tests Using Ranks and Signs2009It's SHO Time! Short‐Sale Price Tests and Market Quality2014Asset pricing: A tale of two days2007Are Asian stock markets efficient? Evidence from new multiple variance ratio tests2009An automatic Portmanteau test for serial correlation1991A Variance-Ratio Test of Random Walks in Foreign Exchange Rates