@article{econhot_econhot-cited-6e727877cbcaeef7, title = {Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test}, author = {Andrew W. Lo and A. Craig MacKinlay}, journal = {Review of Financial Studies}, year = {1988}, volume = {1}, number = {1}, pages = {41-66}, doi = {10.1093/rfs/1.1.41}, url = {https://doi.org/10.1093/rfs/1.1.41} }