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Journal Article
History of Political Economy (2004) 36 (2): 351–386.
Published: 01 June 2004
... of the Contribution of Louis Bachelier. Revue d'économie politique 110.3 : 396 -418. ____. 2001 . Pourquoi l'hypothèse de marché aléatoire en théorie financière? Les raisons historiques d'un choix éthique [Why the random walk hypothesis in financial theory? The historical reasons of an ethical choice...
Journal Article
History of Political Economy (2023) 55 (1): 103–143.
Published: 01 February 2023
... of intertemporal optimization and rational expectations. carlos.garcia.gallego@correounivalle.edu.co Daniel.otero@correounivalle.edu.co boris.salazar@correounivalle.edu.co Copyright 2023 by Duke University Press 2023 Euler equation random-walk hypothesis drifting influence consumption...
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Journal Article
History of Political Economy (2008) 40 (2): 213–242.
Published: 01 June 2008
.... 1968 . Technical Trading Rules: A Comment. Financial Analysts Journal 24.4 : 128 -32. Wallich, H. C. 1968 . What Does the Random Walk Hypothesis Mean to Security Analysts? Financial Analysts Journal 24.2 : 159 -62. Walter, Christian. 1996 . Une histoire du concept d'efficience sur les...
Journal Article
History of Political Economy (2006) 38 (3): 531–545.
Published: 01 September 2006
... authors studied did not deal with the
random walk hypothesis.
3. Concluding Remarks
In the end, Predaʼs article fails to demonstrate the existence of an inter-
national “vernacular science of fi nancial markets” that shared the same
tools, hypotheses, and methods. No evidence is given that other...
Journal Article
Tracing the Boundaries between Vernacular Science and Academic Theories: A Reply to Franck Jovanovic
History of Political Economy (2006) 38 (3): 547–554.
Published: 01 September 2006
...: The Emergence of the Random Walk Hypothesis and the Nineteenth-Century “Science of Financial Investments.” HOPE 36.2 : 351 -86. [Proudhon, Pierre-Joseph]. 1854 . Manuel du spéculateur à la Bourse . Paris: Garnier frères. Regnault, Jules. 1863 . Calcul des chances et philosophie de la Bourse...
Journal Article
History of Political Economy (1974) 6 (1): 1–16.
Published: 01 March 1974
....” Applied Statistics , 14 1965 , p. 48 -69. Godfrey , M. D. . “The Statistical Analysis of Stochastic Processes in Economics.” Kyklos 18 , no. 1 ( 1967 ): 373 -86. Godfrey , M. D. , C. W. J. Granger, and O. Morgenstern. “The Random Walk Hypothesis of Stock Market Behavior.” Kyklos...
Journal Article
History of Political Economy (2013) 45 (3): 443–474.
Published: 01 September 2013
...: The Emergence of the Random Walk Hypothesis and the Nineteenth Century ‘Science of Financial Investments.’ ” HOPE 36 ( 2 ): 351 – 86 . Ramsey James B. Rothman Philip . 1996 . “ Time Irreversibility and Business Cycle Asymmetry .” Journal of Money, Credit, and Banking 28 ( 1 ): 1 – 21...
Journal Article
History of Political Economy (2004) 36 (4): 667–688.
Published: 01 November 2004
... Investors: The Emergence of the Random Walk Hypothesis and the Nineteenth Century “Science of Financial Investments.” HOPE 36.2 : 351 -86. Samuel, Edgar. 1982 . Manual Levy Duarte (1631-1714):An Amsterdam Merchant Jeweller and His Trade with London. Transactions of the Jewish Historical Society...
Journal Article
History of Political Economy (2006) 38 (Suppl_1): 343–379.
Published: 01 December 2006
... Critique, edited by Dieter Plehwe and Bernhard Walpen.
London: Routledge.
Preda, Alex. 2004. Informative Prices, Rational Investors: The Emergence of the
Random Walk Hypothesis and the Nineteenth-Century “Science of Financial
Investments.” HOPE 36.2:351–86.
Reder, Melvin. 1982. Chicago...
Journal Article
History of Political Economy (2007) 39 (2): 317–318.
Published: 01 June 2007
...” is an expansion of a piece pub-
lished in French in the Annales in 1996. While Walter looks at the subsequent work
of others on effi cient markets and the random walk hypothesis after Bachelier (1900),
Franck Jovanovic and Philippe Le Gall, in “Les jeux de l’envers: Une autre histoire
de la contribution de...
Journal Article
History of Political Economy (2007) 39 (2): 318–320.
Published: 01 June 2007
... Bachelier’s Dissertation to Portfolio Management Industry:
One Aspect of the Bachelier Heritage in Finance” is an expansion of a piece pub-
lished in French in the Annales in 1996. While Walter looks at the subsequent work
of others on effi cient markets and the random walk hypothesis after Bachelier...
Journal Article
History of Political Economy (2007) 39 (2): 320–321.
Published: 01 June 2007
... in 1996. While Walter looks at the subsequent work
of others on effi cient markets and the random walk hypothesis after Bachelier (1900),
Franck Jovanovic and Philippe Le Gall, in “Les jeux de l’envers: Une autre histoire
de la contribution de Louis Bachelier à la théorie fi nancière et...
Journal Article
History of Political Economy (2007) 39 (2): 321–324.
Published: 01 June 2007
...:
One Aspect of the Bachelier Heritage in Finance” is an expansion of a piece pub-
lished in French in the Annales in 1996. While Walter looks at the subsequent work
of others on effi cient markets and the random walk hypothesis after Bachelier (1900),
Franck Jovanovic and Philippe Le Gall, in “Les...
Journal Article
History of Political Economy (2007) 39 (2): 324–325.
Published: 01 June 2007
...:
One Aspect of the Bachelier Heritage in Finance” is an expansion of a piece pub-
lished in French in the Annales in 1996. While Walter looks at the subsequent work
of others on effi cient markets and the random walk hypothesis after Bachelier (1900),
Franck Jovanovic and Philippe Le Gall, in “Les...
Journal Article
History of Political Economy (2007) 39 (2): 326–329.
Published: 01 June 2007
...” is an expansion of a piece pub-
lished in French in the Annales in 1996. While Walter looks at the subsequent work
of others on effi cient markets and the random walk hypothesis after Bachelier (1900),
Franck Jovanovic and Philippe Le Gall, in “Les jeux de l’envers: Une autre histoire
de la contribution de...
Journal Article
History of Political Economy (2004) 36 (4): 689–734.
Published: 01 November 2004
.... Nelson, C., and C. Plosser. 1982 . Trends and Random Walks in Macroeconomic Time Series. Journal of Monetary Economics 10 : 139 -62. Okun, A. 1980 . Rational-Expectations-with-Misperceptions as a Theory of the Business Cycle. Journal of Money, Credit, and Banking 12 : 817 -25. Plosser, C...
Journal Article
History of Political Economy (2021) 53 (2): 279–311.
Published: 01 April 2021
... Random Walk: Jules Regnault and the Origins of Scientific Financial Economics .” In Pioneers of Financial Economics , vol. 1 , edited by Poitras Geoffrey , 191 – 222 . Cheltenham : Edward Elgar . Jovanovic Franck . 2008 . “ The Construction of the Canonical History of Financial...
Journal Article
History of Political Economy (2011) 43 (4): 649–681.
Published: 01 November 2011
... that “the stock market is not a
random walk” (Cootner, quoted in Jovanovic 2008, 225).
The Chicago Graduate School of Business held and fiercely defended
the opposite view, that the stock market is efficient and that stock prices
over time will appear to be a random walk (Jovanovic 2008). In Chicago...
Journal Article
History of Political Economy (1999) 31 (1): 137–168.
Published: 01 March 1999
.... It was in that year that the Conjuncture
Institute was established with Kondratiev as its director. I will look at
Kondratiev’s analysis of the 1920 depression, his hypothesis of long
cycles, and the Soviet reception to his ideas. Within that context, I will
examine Slutsky’s model of moving averages of random...
Journal Article
History of Political Economy (2000) 32 (Suppl_1): 25–70.
Published: 01 December 2000
... courses are now devoted to the subject, and
there is an academic journal titled Sequential Analysis. After the war,
Wald made further abstractions on the optimum character of the sequen-
tial probability ratio test, connected his theory on sequential analysis to
the random walk, applied his...
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