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Long term dependence in stock returns
Jacobsen, Ben - In: Journal of empirical finance 3 (1996) 4, pp. 393-417
Persistent link: https://www.econbiz.de/10001215361
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Are stock returns long term dependent? : Some empirical evidence
Jacobsen, Ben - In: Journal of international financial markets, … 5 (1995) 2/3, pp. 37-52
Persistent link: https://www.econbiz.de/10001507986
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Volatility clustering in stock returns at low frequencies
Jacobsen, Ben; Dannenburg, Dennis Ramon - 1995
Persistent link: https://www.econbiz.de/10000918266
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Inefficiency of a political stock market : the influence of common value structures
Jacobsen, Ben (contributor) - 1995
Persistent link: https://www.econbiz.de/10000924251