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How long is the memory of the US stock market?

  • Published:2016-06 Issue: Volume:451 Page:502-506
  • ISSN:0378-4371
  • Container-title:Physica A: Statistical Mechanics and its Applications
  • language:en
  • Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Ferreira Paulo,Dionísio Andreia

Funder

Fundação para a Ciência e a Tecnologia

FEDER/COMPETE

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference27 articles.

1. Efficient capital markets: A review of theory and empirical work;Fama;J. Finance,1970

2. M. Sewell, History of the efficient market hypothesis. UCL Department of Computer Science Research Note RN/11/04, 2011.

3. Theory of Speculation;Bachelier,1964

4. The analysis of economic time-series—Part I: Prices;Kendall;J. Roy. Statist. Soc. Ser. A (General),1953

5. Brownian Motion in the Stock Prices;Osborne,1964

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