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SHARE PRICE MOVEMENTS: A MARKOVIAN APPROACH*

196928 citationsJournal Article

Authors

Myles M. Dryden

Topics & Keywords

Housing Market and Economics

UN Sustainable Development Goals

Partnerships for the goals

Publication Details

Published in: The Journal of Finance

Volume 24, Issue 1, pp. 49-60

DOI: 10.1111/j.1540-6261.1969.tb00341.x

Field-Weighted Citation Impact: 12.09

SHARE PRICE MOVEMENTS: A MARKOVIAN APPROACH* | Researchclopedia