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Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Journal of economics and finance 43 (2019) 4, pp. 657-680
Persistent link: https://www.econbiz.de/10012385147
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Wavelet decomposition of heterogeneous investment horizon
Chen, W. D.; Li, H. C. - In: Journal of economics and finance 40 (2016) 4, pp. 714-734
Persistent link: https://www.econbiz.de/10011659067
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An investigation of long memory in various measures of stock market volatility, using wavelets and aggregate series
DiSario, Robert; Saraoglu, Hakan; McCarthy, Joseph; Li, … - In: Journal of economics and finance 32 (2008) 2, pp. 136-147
Persistent link: https://www.econbiz.de/10003710699
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Mean reversion and long memory in African stock market prices
Anoruo, Emmanuel; Gil-Alaña, Luis A. - In: Journal of economics and finance 35 (2011) 3, pp. 296-308
Persistent link: https://www.econbiz.de/10009271634
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Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Journal of economics and finance 40 (2016) 2, pp. 235-257
Persistent link: https://www.econbiz.de/10011658783