✦ LIBER ✦

Mean reversion and long memory in African stock market prices

✍ Scribed by Emmanuel Anoruo; Luis A. Gil-Alana

Book ID: 107621890
Publisher: Springer US
Year: 2010
Tongue: English
Weight: 172 KB
Volume: 35
Category: Article
ISSN: 1055-0925
DOI: 10.1007/s12197-010-9124-0

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Long-term memory in stock market returns

Long-term memory in stock market returns: international evidence

✍ Shibley Sadique; Param Silvapulle 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 87 KB 👁 2 views

## Abstract A lot of recent work has addressed the issue of the presence of long memory components in stock prices because of the controversial implications of such a finding for market efficiency and for martingale models of asset prices used in financial economics and technical trading rules used

Momentum trading, mean reversal and over

Momentum trading, mean reversal and overreaction in Chinese stock market

✍ Yangru Wu 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 244 KB

Mean Reversion in the United Kingdom Sto

Mean Reversion in the United Kingdom Stock Market and its Implications for a Profitable Trading Strategy

✍ David A. Sauer; Carl R. Chen 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 868 KB

Long memory properties in return and vol

Long memory properties in return and volatility: Evidence from the Korean stock market

✍ Sang Hoon Kang; Seong-Min Yoon 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 272 KB

Contemporaneous aggregation and long-mem

Contemporaneous aggregation and long-memory property of returns and volatility in the Korean stock market

✍ Sang Hoon Kang; Chongcheul Cheong; Seong-Min Yoon 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 518 KB

An investigation of long memory in vario

An investigation of long memory in various measures of stock market volatility, using wavelets and aggregate series

✍ Robert DiSario; Hakan Saraoglu; Joseph McCarthy; H. C. Li 📂 Article 📅 2007 🏛 Springer US 🌐 English ⚖ 187 KB