1 |
Mindin, D., "On the relationship between arithmetic and geometric returns", CDI Advisors LLC research paper.
|
2 |
Schilling, L. and Uhlig, H., " Some simple bitcoin economics", Journal of Monetary Economics, Vol. 106, 2019, pp. 16-26.
DOI
|
3 |
Bewley, T., "The permanent income hypothesis: A theoretical formulation." J. Econ. Theory, Vol. 16, 1977, pp. 252-292.
DOI
|
4 |
Cho, S. S., "A Comparative Analysis on the Stock Market Behavior and the Virtual Money Market Behavior", Korean Business Education Review, Vol. 33, No. 2, 2018, pp. 97-111.
DOI
|
5 |
Cochrane, J. H., "How big is a random walk in GNP?", J. Polit. Econ., Vol. 96, 1988, pp. 501-18.
DOI
|
6 |
Dicle, M., "Candle charts for financial technical analysis", Stata Journal, Vol. 19, 2019, pp. 200-09.
DOI
|
7 |
Durlauf, S., "Spectral based testing of the martingale hypothesis", Journal of Econometrics, Vol. 50, 1991, pp. 355-76.
DOI
|
8 |
Hayek, F., "The Denationalization of Money", Institute of Economic Affairs, 1976.
|
9 |
Linton, O. and Smetanina, E., "Testing the martingale hypothesis for gross returns", Journal of Empirical Finance, Vol. 38, 2016, pp. 664-89.
DOI
|
10 |
Ljungvist, L. and Sargent, T. J., "Recursive Macroeconomic Theory", Fourth ed. MIT Press, 2018.
|
11 |
Manuelli, R. E. and Peck, J., "Exchange rate volatility in an equilibrium asset pricing model", Int. Econ. Rev., Vol. 31, 1990, pp. 559-74.
DOI
|
12 |
Kareken, J. and Wallace, N., "On the indeterminacy of equilibrium exchange rates", Q. J. Econ. Vol. 96, 1981, pp. 207-22.
DOI
|
13 |
Poterba, J. M. and Summers, L. H., "Mean reversion in stock prices: evidence and implications", J. Financ. Econ., Vol. 22, 1988, pp. 27-59.
DOI
|
14 |
Roll, R., "On computing mean returns and the small firm premium", J. Financ. Econ., Vol. 12, 1983, pp. 371-86.
DOI
|
15 |
Lo, A. W. and MacKinlay, A. C., "Stock market prices do not follow random walks: Evidence from a simple specification test", Rev. Financ. Stud. Vol.1, 1988, pp. 41-66.
DOI
|