search query: @author Malliaris, A. G. / total: 4
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| Author: | Malliaris, A. G. Stein, J. L. |
| Title: | Methodological issues in asset pricing: Random walk or chaotic dynamics |
| Journal: | Journal of Banking and Finance
1999 : NOV, VOL. 23:11, p. 1605-1635 |
| Index terms: | Methodology Assets Pricing Investments Models USA |
| Language: | eng |
| Abstract: | The theoretical foundations of the efficient market hypothesis are analyzed by stressing the efficient use of information and its effect upon price volatility. The random walk hypothesis assumes that price volatility is exogenous and unexplained. |
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