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A Review of the Fractal Market Hypothesis for Trading and Market Price Prediction
16 references·0 citing·36 second hop
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this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation21,185 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1985Does the Stock Market Overreact?7,756 cited
  • 1961Rational Expectations and the Theory of Price Movements5,741 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1997The Econometrics of Financial Markets5,048 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 1900Théorie de la spéculation2,702 cited
  • 1990Evidence of Predictable Behavior of Security Returns2,702 cited
  • 2003The Efficient Market Hypothesis and Its Critics2,415 cited
  • 1988Mean reversion in stock prices1,896 cited
  • 1986Stock return variances1,841 cited
  • 1990When Are Contrarian Profits Due to Stock Market Overreaction?1,707 cited
  • 1990Fads, Martingales, and Market Efficiency

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