LessThunk.com

DAILY COMMENTARY

 

Stock Market Prices Do Not Follow Random Walks

Results from a variance ratio test of the random walk hypothesis developed by Lo and MacKinlay on developed and emerging stock markets and individual assets

Source: Stock Market Prices Do Not Follow Random Walks


Categorised as: interesting

Posted by: Kramer

Comments are disabled on this post


Comments are closed.



Disclaimers – All content here is NOT presented as investment advice; LessThunk is NOT endorsing any website or specific investment by displaying external links.

We may or may-not (coincidentally) hold some quantity of stock or other investment related to any given post, no endorsement is implied in any sense.

css.php