Larry's Market Comments at Critical Points

[TREND1]

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After reading many back issues of "The Journal of Finance" at the San Francisco Federal Reserve Bank over the years.

examples:
(1)The Time Variance Relationships:Evidence on autocorrelations in common stock returns.
(2)The Stable Paretian Distribution, Subordinated Stochastic Processes, and Asymptotic Lognormaility: An Empirical Investigation.
(3)Some Empirical Evidence of Bias in random, Market-Value-Weighted Portfolios
(4)Evidence of Predictable Behavior of security returns.
(5)Does the Stock Market Overreact?
(6)Turn-of-month Evaluations of Liquid Profits and Stock returns: A Common explanation for the Monthly and January Effects
(7)etc,etc


I can not recall ever reading about FRACTALS vs stock markets




Larry' BABBLE #board-1468
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