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The Random Character of Stock Market Prices.
0 references·16 citing·49 second hopsampled
The Random Character of Stock Market Prices. (1965)The Random Character of Stock Market Pric…Multifractal analysis of financial markets: a review (2019)Multifractal analysis of fina…Decision support models in climate policy (2019)Decision support models in cl…Trading Volume Around Earnings Announcements and Other Financial Reports: Theory, Research Design, Empirical Evidence, and Directions for Future Research* (2011)Trading Volume Around Earning…Warning: Physics Envy May be Hazardous to Your Wealth! (2010)Warning: Physics Envy May be …A Delayed Black and Scholes Formula (2007)A Delayed Black and Scholes F…Stock market prediction with multiple classifiers (2006)Stock market prediction with …Predicting short-term stock fluctuations by using processing fluency (2006)Predicting short-term stock f…Technical Analysis in Financial Markets (2004)Technical Analysis in Financi…Taxonomy of stock market indices (2000)Taxonomy of stock market indi…Multifractal analysis of foreign exchange data (1999)Multifractal analysis of fore…Optimization Problems in the Theory of Continuous Trading (1989)Optimization Problems in the …The Distribution of Foreign Exchange Price Changes: Trading Day Effects and Risk Measurement (1982)The Distribution of Foreign E…The Distribution of Stock Returns (1972)The Distribution of Stock Ret…RANDOM WALKS AND TECHNICAL THEORIES: SOME ADDITIONAL EVIDENCE (1970)RANDOM WALKS AND TECHNICAL TH…QUARTERLY EARNINGS REPORTS AND INTERMEDIATE STOCK PRICE TRENDS (1970)QUARTERLY EARNINGS REPORTS AN…COMMODITY FUTURES: TRENDS OR RANDOM WALKS? (1970)COMMODITY FUTURES: TRENDS OR …The Behavior of Stock-Market Prices (1965)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)A multifractal detrended fluctuation description of Iranian rial–US dollar exchange rate (2005)Quantitative features of multifractal subtleties in time series (2009)Finite-size effect and the components of multifractality in financial volatility (2011)The Variation of Certain Speculative Prices (1963)Modeling asset returns with alternative stable distributions (1993)The variation of certain speculative prices (1997)What really causes large price changes? 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Investor Response to Extreme Language in Earnings Conference Calls (2016)Multiscale characteristics of the emerging global cryptocurrency marketCommon risk factors in the returns on stocks and bonds (1993)The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average (2018)Multiscale characteristics of the emerging global cryptocurrency market (2020)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Equilibrium in a Capital Asset Market (1966)On The Dynamic Behavior of Prices in Disequilibrium (1980)Market Efficiency and the Returns to Technical Analysis (1998)PORTFOLIO SELECTION* (1952)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30 (2008)Forecasting stock prices with a feature fusion LSTM-CNN model using different representations of the same data (2019)Stock Market Forecasting Using Computational Intelligence: A Survey (2020)A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets (1990)Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis (1990)The stable Paretian hypothesis and the frequency of large returns: an examination of major German stocks (1996)
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  • 1970QUARTERLY EARNINGS REPORTS AND INTERMEDIATE STOCK PRICE TRENDS169 cited
  • 2000Taxonomy of stock market indices167 cited
  • 2010Warning: Physics Envy May be Hazardous to Your Wealth!

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  • 2019Decision support models in climate policy145 cited