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More Evidence Against the Random Walk Hypothesis
Hardcover
Investing & FinanceProbability & Statistics
ISBN13: 9789814641050
Publisher: World Scientific Publishing Company
Published: Feb 9 2015
Pages: 204
Weight: 1.17
Height: 0.71 Width: 6.93 Depth: 9.13
Language: English
The book is useful and interesting reading for academics, professionals and students in finance.
Zentralblatt MATH
This volume provides more evidence against the Random Walk Hypothesis and offers insights into market inefficiency through systematically trading exchange-traded funds (ETFs).
The book is organized to answer the following three questions: Do ETF prices follow random walks? If not, what are some of the factors that impact their non-random walk behavior? How can investors take advantage of such price dynamics in trading ETFs?
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