Methodological issues in asset pricing: Random walk or chaotic dynamics

Journal of Banking and Finance

Volumn 23, Issue 11, 1999, Pages 1605-1635

  Malliaris, A G ^a   Stein, Jerome L ^b  

^a LOYOLA UNIVERSITY CHICAGO   (United States)

^b BROWN UNIVERSITY   (United States)

Author keywords

Asymmetric information; Chaos; D82; D83; D84; Efficient market hypothesis; G12; G14; Price volatility; Speculation

Indexed keywords

EID: 0000659309     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(99)00017-5     Document Type: Article

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