Title of article
Long-term and short-term price memory in the stock market
Author/Authors
Chow، نويسنده , , K. Victor; Denning، نويسنده , , Karen C.; Ferris، نويسنده , , Stephen; Noronha، نويسنده , , Gregory ، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1995
Pages
7
From page
287
To page
293
Abstract
In this study we examine the issue of memory in common stock returns through an analysis of short- and long-term dependencies in various equity return series. We conclude that there is no compelling evidence that would support a finding of systematic dependencies in the behavior of equity returns
Keywords
Rescaled range: January Effect: Random walk: Markel efficiency
Journal title
Economics Letters
Serial Year
1995
Journal title
Economics Letters
Record number
433997
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