On the independence of transactions on the New York Stock exchange-Reference-Cited by-同舟云学术

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On the independence of transactions on the New York Stock exchange

Published:1977-10 Issue:2 Volume:1 Page:151-172
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Garbade Kenneth,Lieber Zvi

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference16 articles.

1. Introduction to stochastic control theory;Astrom,1970

2. The importance of Kalman filtering methods for economic systems;Athans;Annals of Economic and Social Measurements,1974

3. Theory of speculation;Bachelier,1964

4. The random character of stock market prices;Cootner,1964

5. The cost of transacting;Demsetz;Quarterly Journal of Economics,1968

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