scientific article; zbMATH DE number 1064370

MaRDI QIDQ4355844zbMATH OpenFDO

Authors Andrew W. Lo

Publication date 23 March 1998

zbMATH Keywords

long-term memory in stock market pricesperformance evaluationrandom walkstatistical estimation of diffusion processes

Mathematics Subject Classification ID

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• More evidence against the random walk hypothesis
• ASSET PRICE BUBBLES, LIQUIDITY PREFERENCE AND THE BUSINESS CYCLE
• Herding, a-synchronous updating and heterogeneity in memory in a CBS

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