A General Test of a Filter Effect

log-normal distribution

2008 • 1,850 citations

Filter Rules and Stock-Market Trading

1966 • 846 citations

Differential and Integral Calculus

2004 • 627 citations

The Distribution of Share Price Changes

1972 • 543 citations

Proof That Properly Discounted Present Values of Assets Vibrate Randomly

1973 • 239 citations

COMMODITY FUTURES: TRENDS OR RANDOM WALKS?

1970 • 178 citations

RANDOM WALK AND PRICE TRENDS: THE LIVE CATTLE FUTURES MARKET

1972 • 110 citations

AUSTRALIAN SHARE PRICES AND THE RANDOM WALK HYPOTHESIS

1969 • 74 citations

RATES OF RETURN ON FILTER TESTS

1976 • 27 citations

ON THE METHODOLOGY OF TESTING FOR INDEPENDENCE IN FUTURE PRICES: COMMENT

1976 • 22 citations