the behavior of stock market prices eugene f fama the journal phần 1 pdf
the behavior of stock market prices eugene f fama the journal phần 1 pdf
... Theory, of course, is the best known example of a chartist theory. The Behavior of Stock- Market Prices Eugene F. Fama The Journal of Business, Vol. 38, No. 1. (Jan., 19 65), pp. 34 -10 5. Stable ... generating the price change^.^ From the point of view of the investor, however, specification of the shape of the distribution of price chan...
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the behavior of stock market prices eugene f fama the journal phần 2 pdf
... for day t - 1 is the first difference for day t. The first difference for day t + 1 is the differ- ence between the logarithm of the closing price on day t + 1 and the logarithm of ... about a shift in the variance of the first differences. Similarly, the mean of the first differences can change across time as the company's prospects for fu...
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the behavior of stock market prices eugene f fama the journal phần 3 pot
... 2.05 1. 85 .1. 90 2 .10 1. 71 1. 50 .1. 80 1. 77 1. 07 1. 85 -1. 90 1. 88 1. 24 1. 95 -1. 99 1. 90 -1. 95 1. 90 -1. 95 1. 90 -1. 95 1. 90 -1. 95 1 1. " 1. 92 1. 36 - Averages 60 THE JOURNAL OF BUSINESS ... of the first differences had finite variance. From the standpoint of consistency the most important feature of the sample coefficients i...
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the behavior of stock market prices eugene f fama the journal phần 4 pps
... expected number of plus runs, the expected proportion of plus runs of length of the total actual number of runs length i is of each sign. The formulas for the ex- pected numbers of plus, minus, ... between the actual numbers of runs of all signs and the total expected numbers. 'Or for twenty-six out of thirty stocks the total number Of...
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the behavior of stock market prices eugene f fama the journal phần 5 pdf
... Ameri- ca 16 .0 21 15 14 11 17 15 23 15 15 15 Chemical Fund, Inc 15 .6 1 39 14 27 3 33 1 27 4 23 Founders Mutual 15 .6 21 13 25 8 2 20 16 11 13 28 ~~~ ~ ... 14 17 9 9 20 5 6 11 Massachusetts Investors Growth 11 6. 91 5 36 13 1 I 11 1 9 / 12 3 1 4 1 9 1 4 Franklin Custodian 16 .5 26 2 4 13 33 20 16 5 9 4...
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the behavior of stock market prices eugene f fama the journal phần 6 ppsx
... in time series, then the .f fractile of the distribution of the cumulative sample variance of ut at time tl, as a function of the .f fractile of the distribu- tion of the sample variance ... interested in the probability distribution of y2. The positive tail of the distribution of y2 is related to the tails of the distribution of y in t...
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The Behaviour Of Stock-Market Prices doc
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patterns in three centuries of stock market prices
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