Then compare the yields realized in the subsequent period after those stocks are grouped. I found that the stocks in the group "winners" have significantly dropped prices. While shares in the group, "lost" is back for a price increase, which results in this study, Mean Reversion behavior support at the same time to reject the assumption of Random Walk also. There is also an assumption about the nature of the market price of the securities must be described by data in the past. Is the Random Walk hypothesis of rejection behavior?
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