More Evidence Against The Random Walk Hypothesis: Exchange-traded Funds (Etfs) Market And Volatility Trading
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A01=Shunxin Jiang
Author_Shunxin Jiang
Autocorrelation
Category=KFFM
Category=PBWL
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eq_business-finance-law
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ETF
Market Inefficiency
Random Walk Hypothesis
Serial correlation
Trading Strategy
Variance Ratio
Product details
- ISBN 9789814641050
- Publication Date: 26 Mar 2015
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
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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?
