Random Walk of Stock Prices: A Test of the Variance-Time Function

The Behavior of Stock-Market Prices

1965 • 8,575 citations

Brownian Motion in the Stock Market

1959 • 967 citations

Filter Rules and Stock-Market Trading

1966 • 846 citations

Portfolio Analysis in a Stable Paretian Market

1965 • 478 citations

TEST FOR THE SIGNIFICANCE OF THE DIFFERENCE BETWEEN THE TWO VARIANCES IN A SAMPLE FROM A NORMAL BIVARIATE POPULATION

1939 • 212 citations

Speculative Prices as Random Walks: An Analysis of Ten Time Series of Flexible Exchange Rates

1967 • 94 citations

Common stock ex post holding period returns and portfolio selection

1968 • 5 citations

RELATIVE SHARE PRICES AND YIELDS 1

1962 • 4 citations

Deleted Work

1955 • 0 citations