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Recent Behaviour of Stock Market Prices in Germany and the Random Walk Hypothesis

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  • Conrad, Klaus
  • Juttner, D Johannes

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  • Conrad, Klaus & Juttner, D Johannes, 1973. "Recent Behaviour of Stock Market Prices in Germany and the Random Walk Hypothesis," Kyklos, Wiley Blackwell, vol. 26(3), pages 576-599.
    • Handle: RePEc:bla:kyklos:v:26:y:1973:i:3:p:576-99
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    Citations

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    Cited by:

    1. Ghada Abbas, 2014. "Testing Random Walk Behavior in the Damascus Securities Exchange," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 4(4), pages 317-325, October.
    2. Subrata ROY, 2021. "Volatility Forecasting, Market Efficiency and Effect of Recession of SRI Indices," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(2(627), S), pages 259-284, Summer.
    3. Sinha, Bhaskar, 2007. "Modeling Stock Market Volatility in Emerging Markets: Evidence from India," MPRA Paper 102455, University Library of Munich, Germany, revised 2009.
    4. Fazal Husain, 1997. "The Random Walk Model in the Pakistani Equity Market: An Examination," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 36(3), pages 221-240.
    5. Husain, Fazal & Forbes, Kevin, 1999. "Efficiency in a Thinly Traded Market: The Case of Pakistan," MPRA Paper 5355, University Library of Munich, Germany.
    6. Subrata Roy, 2018. "Testing Random Walk and Market Efficiency: A Cross-Stock Market Analysis," Foreign Trade Review, , vol. 53(4), pages 225-238, November.
    7. Mohsen Bahmani-Oskooee & Tsangyao Chang & Tsung-hsien Chen & Han-wen Tzeng, 2016. "Revisiting the efficient market hypothesis in transition countries using quantile unit root test," Economics Bulletin, AccessEcon, vol. 36(4), pages 2171-2182.
    8. Ronning, Gerd, 1974. "Das Verhalten von Aktienkursveränderungen: Eine Überprüfung von Unabhängigkeits- und Verteilungs-Hypothesen anhand von nichtparametrischen Testverfahren," Discussion Papers, Series I 43, University of Konstanz, Department of Economics.
    9. Peter Praetz & Edward J.G. Wilson, 1978. "The Distribution of Stock Market Returns: 1958-1973," Australian Journal of Management, Australian School of Business, vol. 3(1), pages 79-90, April.
    10. neifar, malika, 2020. "Efficiency-Market Hypothesis: case of Tunisian and 6 ‎Asian stock markets ‎," MPRA Paper 103232, University Library of Munich, Germany.
    11. Malika Neifar & Leila Gharbi, 2022. "Weak EMH and Canadian stock markets: evidence from linear and nonlinear unit root tests," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, vol. 14(4), pages 629-651, December.
    12. D. J. Jüttner & G. M. Madden & R. H. Tuckwell, 1975. "Time Series Analysis of the Term Structure of Australian Interest Rates," The Economic Record, The Economic Society of Australia, vol. 51(1), pages 19-30, March.
    13. P. D. Praetz, 1976. "Some Effects of Errors on the Independence and Distribution of Stock Price Returns," Australian Journal of Management, Australian School of Business, vol. 1(2), pages 79-83, October.
    14. Ronning, Gerd, 1974. "Changes of German share prices, random or not random?," Discussion Papers, Series I 42, University of Konstanz, Department of Economics.
    15. Subrata ROY, 2022. "Whether high frequency intraday data behave randomly: Evidence from NIFTY 50," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(2(631), S), pages 65-80, Summer.

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