More Evidence Against the Random Walk Hypothesis
Shunxin Jiang
More Evidence Against the Random Walk Hypothesis
Shunxin Jiang
- Producent: World Scientific Publishing Co Ltd
- Rok produkcji: 2015
- ISBN: 9789814641050
- Ilość stron: 200
- Oprawa: Twarda
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Opis: More Evidence Against the Random Walk Hypothesis - Shunxin Jiang
This volume provides more evidence against the Random Walk Hypothesis and offers insights into market inefficiency through systematically trading exchange-traded funds (ETFs).The book is organized to answer the following three questions: Do ETF prices follow random walks? If not, what are some of the factors that impact their non-random walk behavior? How can investors take advantage of such price dynamics in trading ETFs?Non-Random Walk Behavior in ETF Price Dynamics; Variance Ratios; Equity, Bond, Commodity and Currency ETFs; Factors of Serial Correlation; Discretized Sampling of Variance and Volatility Trading;
Szczegóły: More Evidence Against the Random Walk Hypothesis - Shunxin Jiang
Tytuł: More Evidence Against the Random Walk Hypothesis
Autor: Shunxin Jiang
Producent: World Scientific Publishing Co Ltd
ISBN: 9789814641050
Rok produkcji: 2015
Ilość stron: 200
Oprawa: Twarda
Waga: 0.53 kg