Maharaj, Elizabeth A.; Galagedera, Don U.A.; Dark, Jonathan - In: Managerial Finance 37 (2011) October, pp. 940-952
equity markets at different time scales through wavelet decomposition. Such information is vital for international investors … different time horizons known as time scales. The decomposed return series enable investigation of return variability at … different return intervals. Findings – In an analysis at different time scales, there is no evidence to suggest that the return …