Methodological issues in asset pricing: Random walk or chaotic dynamics

A. G. Malliaris, Jerome L. Stein

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)1605-1635
Number of pages31
JournalJournal of Banking and Finance
Volume23
Issue number11
DOIs
StatePublished - Nov 1999
Externally publishedYes

ASJC Scopus Subject Areas

  • Finance
  • Economics and Econometrics

Keywords

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

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