An empirical examination of the weak form martingale efficient market theory of security price behavior
dc.contributor.author | Finkelstein, John Maxwell, 1941- | |
dc.creator | Finkelstein, John Maxwell, 1941- | en_US |
dc.date.accessioned | 2014-06-03T14:57:08Z | |
dc.date.available | 2014-06-03T14:57:08Z | |
dc.date.issued | 1971 | en_US |
dc.identifier.uri | http://hdl.handle.net/10150/318234 | |
dc.language.iso | en_US | en_US |
dc.publisher | The University of Arizona. | en_US |
dc.rights | Copyright © is held by the author. Digital access to this material is made possible by the University Libraries, University of Arizona. Further transmission, reproduction or presentation (such as public display or performance) of protected items is prohibited except with permission of the author. | en_US |
dc.subject | Stock price forecasting. | en_US |
dc.subject | Stocks -- Prices. | en_US |
dc.subject | Random walks (Mathematics) | en_US |
dc.title | An empirical examination of the weak form martingale efficient market theory of security price behavior | en_US |
dc.type | text | en_US |
dc.type | Thesis-Reproduction (electronic) | en_US |
dc.identifier.oclc | 27367554 | en_US |
thesis.degree.grantor | University of Arizona | en_US |
thesis.degree.level | masters | en_US |
thesis.degree.discipline | Finance, Insurance, and Real Estate | en_US |
thesis.degree.discipline | Graduate College | en_US |
thesis.degree.name | M.S. | en_US |
dc.identifier.bibrecord | .b25388113 | en_US |
dc.identifier.callnumber | E9791 1971 281 | en_US |
refterms.dateFOA | 2018-08-30T22:29:20Z |