A Non-Random Walk Down Wall Street
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Published By Princeton University Press

9781400829095

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

9. Maximizing Predictability in the Stock and Bond Market

A Non-Random Walk Down Wall Street ◽

10.1515/9781400829095.249 ◽

2011 ◽

pp. 249-284

Keyword(s):

Bond Market

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References

A Non-Random Walk Down Wall Street ◽

10.1515/9781400829095.395 ◽

2011 ◽

pp. 395-416

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List of Figures

A Non-Random Walk Down Wall Street ◽

10.1515/9781400829095.xiii ◽

2011 ◽

pp. xiii-xiv

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7. Multifactor Models Do Not Explain Deviations from the CAPM

A Non-Random Walk Down Wall Street ◽

10.1515/9781400829095.189 ◽

2011 ◽

pp. 189-212

Keyword(s):

Multifactor Models

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5. When Are Contrarian Profits Due to Stock Market Overreaction

A Non-Random Walk Down Wall Street ◽

10.1515/9781400829095.115 ◽

2011 ◽

pp. 115-146

Keyword(s):

Stock Market

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10. An Ordered Probit Analysis of Transaction Stock Prices

A Non-Random Walk Down Wall Street ◽

10.1515/9781400829095.287 ◽

2011 ◽

pp. 287-346

Keyword(s):

Stock Prices ◽

Probit Analysis ◽

Ordered Probit

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4. An Econometric Analysis of Nonsynchronous Trading

A Non-Random Walk Down Wall Street ◽

10.1515/9781400829095.85 ◽

2011 ◽

pp. 85-114

Keyword(s):

Econometric Analysis ◽

Nonsynchronous Trading

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

A Non-Random Walk Down Wall Street ◽

10.1515/9781400829095.17 ◽

2011 ◽

pp. 17-46

Keyword(s):

Stock Market ◽

Random Walks ◽

Specification Test ◽

Market Prices

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Introduction

A Non-Random Walk Down Wall Street ◽

10.1515/9781400829095.13 ◽

2011 ◽

pp. 13-16

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1. Introduction

A Non-Random Walk Down Wall Street ◽

10.1515/9781400829095.1 ◽

2011 ◽

pp. 1-12

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