Random Walks In Stock Market Prices

Fama, E. F. (1965). Random Walks In Stock Market Prices.

Type

Unclassified

Intellectual base

Unclassified

Year

1965

DOI

10.2469/faj.v21.n5.55

Link

https://doi.org/10.2469/faj.v21.n5.55

Cited by

1 citation across 1 artifact.

Domain-specific

• Random walk hypothesis
  • … instance directly demonstrates that the tested price series, return transform, information set, increment assumptions, horizon, and random-walk or martingale variant are explicitly stated. to An applied instance preserves the same invariant under a changed scale, notation, jurisdiction, dataset, or implementation..

Verification

This reference passed the adversarial substantiation pipeline: it was checked to exist and to support the claim it is attached to. See how references were verified.

Registry ID ref:9061e5681c35 · see in the full table