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Phenomenology of the Stock Market
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analysis approximately average coherence Chapter closing price companies considered Cumulative Distribution Function cycles discussed dividends and earnings earnings and dividends Eastman Kodak economic equation estimates evidence expected value Fama Figure firms follows forecasts Fourier transform Friend and Puckett function game theory important increase indices investment investors limit orders log price logarithms low frequencies market factor market orders mean methods monthly non-zero normally distributed number of shares observed opening price over-day period portfolio possible predict predictor price movements Price Series Weekly profit proportion random variable random walk hypothesis random walk model ratio regression relationship relevant residual retained earnings sample sell sequence serial correlation shown shows Specialist spectra spectrum speculators Standard and Poor's statistical stock market stock market prices stock prices suggested Table theoretical theory trading trend term uncorrelated variance volume of transactions volume series York Stock Exchange zero