• Title of article

    Another look at long memory in common stock returns

  • Author/Authors

    Craig Hiemstra، نويسنده , , Jonathan D. Jones، نويسنده ,

  • Issue Information
    دوماهنامه با شماره پیاپی سال 1997
  • Pages
    29
  • From page
    373
  • To page
    401
  • Keywords
    Long memory , Moment condition failure , Commonstock returns , Survivorship bias , Rescaled range test
  • Journal title
    Journal of Empirical Finance
  • Serial Year
    1997
  • Journal title
    Journal of Empirical Finance
  • Record number

    130617