World stock markets: some random walk tests

The Behavior of Stock-Market Prices

Eugene F. Fama · The Journal of Business · 1965 · 8.7K citations

Business, Economics, Finance +12

Spectral Analysis and its Applications.

Walter Freiberger, Gwilym M. Jenkins, Donald G. Watts · Journal of the American Statistical Association · 1969 · 5K citations

Natural Sciences, Electrical Engineering, Spectroscopy +9

Journal of the Royal Statistical Society.

The Economic Journal · 1923 · 3.3K citations

Social Sciences, Economics, Statistics +4

The Random Character of Stock Market Prices

Richard N. Rosett, Paul H. Cootner · Econometrica · 1968 · 934 citations

Business, Economics, Finance +11

Spectral Analysis of Economic Time Series.

J. D. Sargan, Clive W. J. Granger, Michio Hatanaka · Economica · 1966 · 538 citations

Social Sciences, Business Economics, Economics +14