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Testing the random walk hypothesis

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
1965The Behavior of Stock-Market Prices8,707 cited
1981Testing For Unit Roots: 1398 cited
1984Testing for Unit Roots: 2245 cited

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2009

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Heterogeneity, Market Mechanisms, and Asset Price Dynamics

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2002African stock markets: multiple variance ratio tests of random walks185 cited

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