More Evidence Against the Random Walk Hypothesis
Book Details
Author(s)
Shunxin Jiang
Publisher
World Scientific Publishing Co
ISBN / ASIN
9814641057
ISBN-13
9789814641050
Availability
In stock. Usually ships within 2 to 3 days.
Sales Rank
#5,069,990
Category
Business & Economics
Marketplace
United States 🇺🇸
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Description
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?
