A Note on the Predictability of UK Stock Returns
Year of publication: |
2007
|
---|---|
Authors: | Lovatt, David ; Boswell, Andrew ; Noor, Reza |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 13.2007, 2, p. 159-164
|
Publisher: |
Taylor & Francis Journals |
Subject: | UK daily stock returns | autocorrelations | variance ratios |
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