The Behavior of Stock-Market Prices

@article{Fama1965TheBO,
  title={The Behavior of Stock-Market Prices},
  author={Eugene F. Fama},
  journal={The Journal of Business},
  year={1965},
  volume={38},
  pages={34}
}
  • E. Fama
  • Published 1965
  • Economics
  • The Journal of Business
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The classic model of the temporal variation of speculative prices (Bachelier 1900) assumes that successive changes of a price Z(t) are independent Gaussian random variables. But, even if Z(t) isExpand
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