English, Article edition: Long memory and nonlinearity in stock markets Derek Bond; Kenneth Dyson

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Bookmark: http://trove.nla.gov.au/version/50751
Physical Description
  • article
Language
  • English

Edition details

Title
  • Long memory and nonlinearity in stock markets
Author
  • Derek Bond
  • Kenneth Dyson
Physical Description
  • article
Notes
  • In this article the long memory and nonlinear properties of share prices in the UK's stock exchange and alternative investment markets are explored. The results suggest that the most commonly traded shares exhibit long memory. Thus, the validity of market efficiency is questioned.
  • RePEc:taf:apfelt:v:4:y:2008:i:1:p:45-48
Language
  • English
Contributed by
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