In this paper the long memory and non-linear properties of share prices in the UK’s Stock Exchange and AIM are explored. The results suggest that the most commonly traded shares exhibit long memory thus rais-ing interesting issues about the validity of normal assumptions of market efficiencies. 1
In this paper, we test for short and long memory in asset prices across 44 emerging and industrializ...
In this paper, we re-examine the evidence of long memory in the Australian stock market. Using the r...
Long-term memory of stock markets is a topic that has not received its due attention from aca-demics...
In this paper the long memory and non-linear properties of share prices in the UK’s Stock Exchange a...
2 This paper makes a serious attempt to explore whether there exists a need to study the use of non-...
The presence of long-range dependence and nonlinear dynamics in stock returns is examined using data...
It has been argued that research on market efficiency should be evaluated in terms of whether it imp...
The present study aimed at investigating the existence of long memory properties in ten emerging sto...
This article examines consistent estimation of the long-memory parameters of stock-market trading vo...
In this paper, by considering a model-based approach for conditional moment estimation, a nonparamet...
This article analyses the long-memory properties of the daily stock market returns of four major eme...
The paper examines the existence of long memory in the Indian stock market using ARFIMA, FIGARCH mod...
The purpose of paper is to assess the long-term memory of stock index returns in the pan-European pl...
The purpose of paper is to assess the long-term memory of stock index returns in the pan-European pl...
Recent empirical studies suggest that long horizon stock returns are forecastable. While this phenom...
In this paper, we test for short and long memory in asset prices across 44 emerging and industrializ...
In this paper, we re-examine the evidence of long memory in the Australian stock market. Using the r...
Long-term memory of stock markets is a topic that has not received its due attention from aca-demics...
In this paper the long memory and non-linear properties of share prices in the UK’s Stock Exchange a...
2 This paper makes a serious attempt to explore whether there exists a need to study the use of non-...
The presence of long-range dependence and nonlinear dynamics in stock returns is examined using data...
It has been argued that research on market efficiency should be evaluated in terms of whether it imp...
The present study aimed at investigating the existence of long memory properties in ten emerging sto...
This article examines consistent estimation of the long-memory parameters of stock-market trading vo...
In this paper, by considering a model-based approach for conditional moment estimation, a nonparamet...
This article analyses the long-memory properties of the daily stock market returns of four major eme...
The paper examines the existence of long memory in the Indian stock market using ARFIMA, FIGARCH mod...
The purpose of paper is to assess the long-term memory of stock index returns in the pan-European pl...
The purpose of paper is to assess the long-term memory of stock index returns in the pan-European pl...
Recent empirical studies suggest that long horizon stock returns are forecastable. While this phenom...
In this paper, we test for short and long memory in asset prices across 44 emerging and industrializ...
In this paper, we re-examine the evidence of long memory in the Australian stock market. Using the r...
Long-term memory of stock markets is a topic that has not received its due attention from aca-demics...
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