Random walk hypothesis (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Random walk hypothesis" in English language version.

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Lo, Andrew (1999). A Non-Random Walk Down Wall Street. Princeton University Press. ISBN 978-0-691-05774-3.
Lynch, Peter (1989). One Up On Wall Street. New York, NY: Simon & Schuster Paperback. ISBN 978-0-671-66103-8.

Fama, Eugene F. (September–October 1965). "Random Walks In Stock Market Prices". Financial Analysts Journal. 21 (5): 55–59. doi:10.2469/faj.v21.n5.55. Retrieved 2008-03-21.

Fama, Eugene F. (September–October 1965). "Random Walks In Stock Market Prices". Financial Analysts Journal. 21 (5): 55–59. doi:10.2469/faj.v21.n5.55. Retrieved 2008-03-21.
Kendall, M. G.; Bradford Hill, A (1953). "The Analysis of Economic Time-Series-Part I: Prices". Journal of the Royal Statistical Society. A (General). 116 (1): 11–34. doi:10.2307/2980947. JSTOR 2980947.
Chow, K.Victor; Denning, Karen C. (August 1993). "A simple multiple variance ratio test". Journal of Econometrics. 58 (3): 385–401. doi:10.1016/0304-4076(93)90051-6.
A.W. Lo; A.C. MacKinlay (1989). "The size and power of the variance ratio test in finite samples: a Monte Carlo investigation". Journal of Econometrics. 40: 203–238. doi:10.1016/0304-4076(89)90083-3.
T. Nakamura; M. Small (2007). "Tests of the random walk hypothesis for financial data". Physica A. 377 (2): 599–615. Bibcode:2007PhyA..377..599N. doi:10.1016/j.physa.2006.10.073.

Kendall, M. G.; Bradford Hill, A (1953). "The Analysis of Economic Time-Series-Part I: Prices". Journal of the Royal Statistical Society. A (General). 116 (1): 11–34. doi:10.2307/2980947. JSTOR 2980947.