Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test
Year of publication: |
1988
|
---|---|
Authors: | Lo, Andrew W. ; MacKinlay, A. Craig |
Published in: |
Review of Financial Studies. - Society for Financial Studies - SFS. - Vol. 1.1988, 1, p. 41-66
|
Publisher: |
Society for Financial Studies - SFS |
Saved in:
Online Resource
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