Random walk

Field
Subfield
Domain
OpenAlex	C121194460

Smeal faculty

• Charles Whiteman - score 1.5
• James McKeown - score 0.7
• Heather Scholz Lutz - score 0.7
• Brent W. Ambrose - score 0.6

Papers

• Reconsidering ‘trends and random walks in macroeconomic time series’ (1991) - cites 212
• Supplanting the ‘Minnesota’ prior (1994) - cites 161
• The Fractal Structure of Real Estate Investment Trust Returns: The Search for Evidence of Market Segmentation and Nonlinear Dependency (1992) - cites 121
• A comparative examination of the time‐series properties and predictive ability of annual historical cost and general price level adjusted earnings* (1988) - cites 7
• On the expected distance of a random walk (2015) - cites 2