Michael D. Godfrey - Researcher Profile

Publications

1 shown

THE RANDOM‐WALK HYPOTHESIS OF STOCK MARKET BEHAVIORa

Michael D. Godfrey , Clive W. J. Granger , Oskar Morgenstern

SUMMARY A model of the form x t ‐ x t‐1 = e t where x t is the price of a share at time t and e t forms a sequence of independent random variates is postulated as a model of the...

1964 Kyklos 184 citations

Frequent Co-Authors

Clive W. J. Granger

University of Nottingham

Oskar Morgenstern

University of Nottingham

Researcher Info

h-index: 1
Publications: 1
Citations: 184
Institution: Princeton University

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h-index 1

h-index: Number of publications with at least h citations each.