Back to matchesWe found a matchYour institution may have access to this item. Find your institution then sign in to continue.TitleRANDOM WALK OF STOCK PRICES: A TEST OF THE VARIANCE-TIME FUNCTION.AuthorsYoung, William E.AbstractFocuses on the relationship between time interval and variances of changes for various intervals. Examination on independence of stock price changes; Presentation of statistical test; Occurrence of nonrandom behavior in prices.SubjectsSTOCKS (Finance); PRICESPublicationEconometrica, 1971, Vol 39, Issue 5, p797ISSN0012-9682Publication typeArticleDOI10.2307/1909580