Nonrandom characteristics of common stock prices

<p>"This study presents an application of operations research techniques to the development of stock price generation and simulation models to aid in the understanding of price movement. Relationships between stock price and volume and stock price and market averages which follow descernible trends and patterns are discovered. Technical trading rules are developed based on these relationships which empirically have shed doubt on the random walk hypothesis of price movement. This in turn gives evidences that technical analysis can be an aid to price forecasting"--Abstract, page ii.</p>

Name thesis:degree_name

Ph. D. in Mathematics

Grantor

University of Missouri--Rolla

Year dc:date.available

2016

Author dc:creator

• Gaitros, Donald Leroy

• Mathematics

Repository record dc:identifier

https://scholarsmine.mst.edu/doctoral_dissertations/206

OAI identifier oai:identifier

oai:scholarsmine.mst.edu:doctoral_dissertations-1208