More Evidence Against the Random Walk Hypothesis

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?

subjects: Random walk,  Stochastic processes,  Mathematical statistics,  Probabilities,  Random variables,  Stocks,  Exchange traded funds