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The random walk theory and stock prices : evidence from Johannesburg stock exchange

Chitenderu, Tafadzwa T.; Maredza, Andrew; Sibanda, Kin - In: International business and economics research journal 13 (2014) 6, pp. 1241-1249

Persistent link: https://www.econbiz.de/10011279840

Predicting exchange rates out of sample : can economic fundamentals beat the random walk?

Li, Jiahan; Tsiakas, Ilias; Wang, Wei - In: Journal of financial econometrics : official journal of … 13 (2015) 2, pp. 293-341

Persistent link: https://www.econbiz.de/10011339312

Structural breaks and testing for the random walk hypothesis in international stock prices

Chancharat, Surachai; Valadkhani, Abbas - In: The journal of the Korean economy 8 (2007) 1, pp. 21-38

Persistent link: https://www.econbiz.de/10009771405

Fundamentals, forecast combinations and nominal exchange-rate predictability

Wu, Jyh-lin; Wang, Yi-chiuan - In: International review of economics & finance : IREF 25 (2013), pp. 129-145

Persistent link: https://www.econbiz.de/10009693330

A re-examination of analysts' superiority over time-series forecasts of annual earnings

Bradshaw, Mark T.; Drake, Michael S.; Myers, James N.; … - In: Review of accounting studies 17 (2012) 4, pp. 944-968

Persistent link: https://www.econbiz.de/10009696479

Can exchange rate models outperform the random walk? : magnitude, direction and profitability as criteria

Moosa, Imad A.; Burns, Kelly - In: Economia internazionale 65 (2012) 3, pp. 473-490

Persistent link: https://www.econbiz.de/10009659189

Random walk or chaos : a formal test on the Lyapunov exponent

Park, Joon Y.; Wang, Yoon-Jae - In: Journal of econometrics 169 (2012) 1, pp. 61-74

Persistent link: https://www.econbiz.de/10009666751

Sums of exponentials of random walks with drift

Qu, Xi; Jong, Robert M. de - In: Econometric theory 28 (2012) 4, pp. 915-924

Persistent link: https://www.econbiz.de/10009669724

A new test in parametric linear models against nonparametric autoregressive errors

Gao, Jiti; King, Maxwell L. - 2011

This paper considers a class of parametric models with nonparametric autoregressive errors. A new test is proposed and studied to deal with the parametric specification of the nonparametric autoregressive errors with either stationarity or nonstationarity. Such a test procedure can initially...

Persistent link: https://www.econbiz.de/10009406282

Varianzquotiententests und Random Walk Verhalten internationaler Aktienmärkte

Auer, Benjamin R.; Schuster, Martin - In: Management review quarterly : systematic literature … 64 (2014) 2, pp. 73-100

Varianzquotiententests gehören mittlerweile zum "State of the Art" der empirischen Untersuchung von Aktienkursen auf Random Walk Verhalten. Dieser Artikel gibt einen kompakten Überblicküber diese Verfahren und geht insbesondere auch auf aktuelle Bootstrap-Entwicklungen auf diesem Gebiet ein....

Persistent link: https://www.econbiz.de/10010356216