The Random Character of Stock Market Prices

Cootner, P. H. (1964). The Random Character of Stock Market Prices. MIT Press.

Type

Book

Intellectual base

Review or monograph

Year

1964

Link

https://mitpress.mit.edu/9780262530040/the-random-character-of-stock-market-prices/

Cited from

economics_finance

Cited by

2 citations across 2 artifacts.

Each citation links to the sentence it supports in the citing article.

Primes

• Efficient Market Hypothesis (EMH)

  • This sourceBibliography-only (tier C); linked.

Domain-specific

• Random walk hypothesis
  • The random walk hypothesis models an asset price or transformed price as its previous value plus an innovation whose conditional expectation and dependence structure are specified, with martingale and independent-increment versions distinguished.

Verification

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