More Evidence Against the Random Walk Hypothesis, Hardcover by Jiang, Shunxin...

Description: More Evidence Against the Random Walk Hypothesis, Hardcover by Jiang, Shunxin, ISBN 9814641057, ISBN-13 9789814641050, Like New Used, Free P&P in the UK Drawing on his research into the exchange-traded fund market and volatility trading for his doctoral dissertation in mathematics, Jiang argues that exchange-traded fund prices do not follow random walks, explores some of the factors are that impact their non-random walk behavior, and suggests how to take advantage of such price dynamics in trading exchange-traded funds. He presents the results of four tests on equity, bond, commodity, and currency exchange-traded funds, and looks at models of return auto-correlation, and the discrete sampling of variances. Annotation ©2015 Ringgold, Inc., Portland, OR ()

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Book Title: More Evidence Against the Random Walk Hypothesis

Publisher: World Industries Scientific Publishing Co Pte LTD

Subject: Finance, Mathematics

Publication Year: 2015

Number of Pages: 204 Pages

Publication Name: More Evidence Against The Random Walk Hypothesis: Exchange-traded Funds (Etfs) Market And Volatility Trading

Language: English

Type: Textbook

Author: Shunxin Jiang

Format: Hardcover