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
Link To Document