Testing the random walk hypothesis on Swedish stock prices: 1919

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Testing the random walk hypothesis on Swedish stock prices: 1919–1990

Published:1993-02 Issue:1 Volume:17 Page:175-191
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Frennberg Per,Hansson Björn

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference22 articles.

1. Nonsynchronous security trading and market index autocorrelation;Atchison;Journal of Finance,1987

2. Predicting volatility of stock indexes for option pricing on a small security market;Berglund,1991

3. Risk, diversification and the investment horizon;Butler;Journal of Portfolio Management,1991

4. A variance decomposition for stock returns;Campbell;The Economic Journal,1991

5. How bid is the random walk in GNP;Cochrane;Journal of Political Economy,1988

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