Seasonal Variations in Prices of Individual Dow Jones Industrial Stocks
作者： Joseph M. Bonin , Edward A. Moses
DOI: 10.2307/2329730
关键词:
摘要: The purpose of this article is to produce a conservative estimate how often traditionally conceived seasonal components are present in prices individual Dow Jones industrial stocks. A careful needed resolve some the current confusion on question and provide basic information along lines suggested by Smidt [27, p. 238]: “… investigations random walk hypothesis would be most fruitful if they were conducted spirit attempting determine size extent systematic tendencies that may exist price series” (italics added).
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