An empirical examination of the weak form martingale efficient market theory of security price behavior

An empirical examination of the weak form martingale efficient market theory of security price behavior

Bibliographic Details
Main Author:	Finkelstein, John Maxwell, 1941-
Language:	en_US
Published:	The University of Arizona. 1971
Subjects:	Stock price forecasting. Stocks > Prices. Random walks (Mathematics)
Online Access:	http://hdl.handle.net/10150/318234

Similar Items

An empirical test of the theory of random walks in stock market prices : the moving average strategy
by: Yip, Garry Craig
Published: (2011)

An empirical analysis of stock market price determinants /
by: Zimmer, Robert Keith
Published: (1965)

An application of two forecasting models for predicting price movements of a number of selected stocks in Hong Kong.
Published: (1986)

Price discovery for dually traded securities : evidence from the US-Listed Canadian stocks
by: Sabherwal, Sanjiv
Published: (2009)

Box-Jenkins Modeling of Greek Stock Prices Data
by: Chaido Dritsaki
Published: (2015-09-01)

THE IMPACT OF OPTION EXPIRATION ON UNDERLYING STOCK PRICES AND THE DETERMINANTS OF THE SIZE OF THE IMPACT.
by: HESS, DAN WORTHAM.
Published: (1982)

Testing the pricing and informational efficiency of the S&P 500 stock index futures market.
by: Hassan, Mahamood Mahomed.
Published: (1989)

Relative price performance : the theory and an empirical test
by: Hallam, William P.
Published: (2011)

Empirical test of arbitrate pricing theory in Hong Kong stock market.
Published: (1991)

Tests on relative strength index trading rules in China stock market.
Published: (2002)

The effect of analysts' stock recommendations on shares' performance on the JSE securities exchange in South Africa
by: Piyackis, Alessandra
Published: (2016)

Comparative Analysis of Recurrent Neural Networks in Stock Price Prediction for Different Frequency Domains
by: Polash Dey, et al.
Published: (2021-08-01)

Asset Pricing Implications of the Volatility Term Structure
by: Xie, Chen
Published: (2015)

An operational model on stock price forecasting for selected Hong Kong stocks : research report.
Published: (1982)

The Hong Kong stock market: characteristics and pricing of securities.
Published: (1993)

The effect of macroeconomic variables on the pricing of common stock under trending market conditions
by: Fodor, Bryan D.
Published: (2004)

An empirical evaluation of capital asset pricing models on the JSE
by: Sacco, Gianluca Michelangelo
Published: (2014)

The impact of interest rates on stock returns: empirical evidence from the JSE Securities Exchange
by: Msindo, Zethu Handrey
Published: (2017)

Pricing and hedging derivative securities with interrupted trading
by: Milic, Ivona
Published: (2002)

Application of neural network to study share price volatility.
Published: (1999)

A Random Forests Approach to Predicting Clean Energy Stock Prices
by: Perry Sadorsky
Published: (2021-01-01)

Two essays on market behavior
by: Glushkov, Denys Vitalievich
Published: (2008)

A share trading strategy : the JSE using 50 and 200 day moving averages
by: Burlo, Adrian Vincent
Published: (2012)

Evaluating efficiency of ensemble classifiers in predicting the JSE all-share index attitude
by: Ramsumar, Shaun
Published: (2017)

Fractal Volatility of Stock Price Levels
by: Kristine June D. Uy, et al.
Published: (2013-12-01)

Modeling and forecasting stock return volatility in the JSE Securities Exchange
by: Masinga, Zamani Calvin
Published: (2016)

Index/sector seasonality in the South African stock market
by: Naidoo, Justin Rovian
Published: (2016)

The monetary base and stock prices
by: Smith, James Harold
Published: (1980)

Event studies: stock price effect on the announcement of stock placement.
Published: (1993)

Stock Price Volatility and Role of Dividend Policy: Empirical Evidence from Pakistan
by: Syed Akif Shah, et al.
Published: (2016-04-01)

Announcement Effects of Bond Rating Changes on Common Stock Prices
by: Glascock, John L. (John Leslie)
Published: (1984)

The long run impact of rights issues on share price performance and operating performance
by: Setati, Kwena
Published: (2014)

A study of stock price comovements.
Published: (2004)

The relationship between economic activity and stock market perfomance: evidence from South Africa
by: Mda, Camngca Kholosa
Published: (2018)

Movement of stock price and trading volume--: a comparison of Shanghai and Shenzhen stock market.
Published: (2000)

RANDOM WALK HYPOTHESIS IN FINANCIAL MARKETS
by: Nicolae-Marius JULA, et al.
Published: (2017-05-01)

The use of the on-balance volume technique for predicting stock price movements in Hong Kong /Hong Po-sham.
Published: (1974)

A comparison of the Philips price earnings multiple model and the actual future price earnings multiple of selected companies listed on the Johannesburg stock exchange
by: Coetzee, G. J
Published: (2012)

Analysis of Lumber Prices Time Series Using Long Short-Term Memory Artificial Neural Networks
by: Dercilio Junior Verly Lopes, et al.
Published: (2021-04-01)

Analysts forecast dispersion and stock returns in Hong Kong.
Published: (2008)