Lectures related to Random walk hypothesis

Financial Time Series Analysis

Covers stylized facts of asset returns, summary statistics, testing for normality, Q-Q plots, and efficient market hypothesis.

Efficient Markets Hypothesis: Overview and Evidence

Covers the Efficient Markets Hypothesis, asset pricing, predictability, and evidence supporting and challenging market efficiency.

Efficient Markets: Anomalies and Arbitrage

Covers market efficiency, anomalies, EMH, behavioral finance, and portfolio construction based on size and value factors.

Efficient Markets: Implications and Anomalies

Explores the Efficient Market Hypothesis implications, market efficiency reasons, anomalies, mutual fund performance, and factor models in performance measurement.