@techreport{NBERt0045,
 title = "Testing the Random Walk Hypothesis:  Power versus Frequency  of Observation",
 author = "Robert J. Shiller and Pierre Perron",
 institution = "National Bureau of Economic Research",
 type = "Working Paper",
 series = "Technical Working Paper Series",
 number = "45",
 year = "1985",
 month = "April",
 URL = "http://www.nber.org/papers/t0045",
 abstract = {Power functions of tests of the random walk hypothesis versus stationary first order autoregressive alternatives are tabulated for samples of fixed span but various frequencies of observation.},
}