Long-term and short-term price memory in the stock market-Reference-Cited by-同舟云学术

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Long-term and short-term price memory in the stock market

Published:1995-09 Issue:3 Volume:49 Page:287-293
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Victor Chow K.,Denning Karen C.,Ferris Stephen,Noronha Gregory

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference21 articles.

1. Non-strong mixing autoreressive process;Andrews;Journal of Applied Probability,1984

2. Theorie de la speculation;Bachelier,1900

3. A tax loss trading rule;Branch;Journal of Business,1977

4. The effect of capital gains taxation on the stock market;Dyl,1973

5. A simple multiple variance ratio test;Chow;Journal of Econometrics,1993

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