Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test

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ID: 289768
1988
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Abstract
Journal Article Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test Get access Andrew W. Lo, Andrew W. Lo University of Pennsylvania Search for other works by this author on: Oxford Academic Google Scholar A. Craig MacKinlay A. Craig MacKinlay University of Pennsylvania Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 1, Issue 1, January 1988, Pages 41–66, https://doi.org/10.1093/rfs/1.1.41 Published: 03 April 2015
Reference Key
openalex_W3123598380 Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors Andrew W. Lo, A. Craig MacKinlay
Journal review of financial studies
Year 1988
DOI
10.1093/rfs/1.1.41
URL
https://doi.org/10.1093/rfs/1.1.41
Keywords Keywords not found

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