Stock Market Prices Do Not Follow Random Walks: Evidence...

Review of Financial Studies 1988 / 01 Vol. 1; Iss. 1

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

Lo, A. W., MacKinlay, A. C.
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Volume:
1
Journal:
Review of Financial Studies
DOI:
10.1093/rfs/1.1.41
Date:
January, 1988
File:
PDF, 1.21 MB
1988
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