Filter Rules and Stock-Market Trading
作者： Eugene F. Fama , Marshall E. Blume
DOI: 10.1086/294849
关键词: Economics 、 Efficient-market hypothesis 、 Stock market 、 Independence (mathematical logic) 、 Econometrics 、 Financial economics 、 Statistical assumption 、 Random walk 、 Stock market bubble 、 Algorithmic trading 、 Market maker
摘要: … the market [1, p. 7]. For the filter technique, this means that for some values of x we would find that "if the stock market … In each transaction Alexander assumed that his hypothetical trader …
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