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Long-term and short-term price memory in the stock market · Study

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ArticleLong-term and short-term price memory in the stock market

K. Victor Chow1995

Article1995

Long-term and short-term price memory in the stock market

K. Victor Chow · Karen Craft Denning · Stephen P. Ferris · Gregory M. Noronha

42 citations·0/0 files stored·Economics Letters

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis

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References

1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 1965The Behavior of Stock-Market Prices 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test 1900Théorie de la spéculation 1983Size-related anomalies and stock return seasonality 1991Long-Term Memory in Stock Market Prices 1989Long-term Memory in Stock Market Prices

Cited by

1996Long term dependence in stock returns 2005Dependence and mean reversion in stock prices: The case of the MENA region 2003THE EFFICIENCY OF THE JAPANESE EQUITY MARKET 2000Long-term memory in stock market volatility 2008LONG MEMORY IN SOUTHERN AFRICAN STOCK MARKETS 2014Beyond the Boundary: New Insights from Inside the Space-Time Prism

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Year1995

Typearticle

Published1995-09-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations42

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0165-1765(95)00690-h

openalex_workW2046825833

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