Dynamic return predictability in the Russian stock market
Year of publication: |
2013
|
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Authors: | Kinnunen, Jyri |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 15.2013, p. 107-121
|
Subject: | Predictability | Autocorrelation | Volatility | Trading volume | Risk-return trade-off | Russia | Aktienmarkt | Stock market | Volatilität | Handelsvolumen der Börse | CAPM | Russland |
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