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

• 1 September 1971
• journal article
• Published by JSTOR in Econometrica
• Vol. 39  (5) , 797
• https://doi.org/10.2307/1909580

Abstract

Keywords

• RANDOM WALK
• VARIANCE TIME
• STOCK PRICES
• TIME FUNCTION
• WALK OF STOCK