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PERSISTENCE IN UK STOCK MARKET RETURNS: SOME EVIDENCE USING HIGH‐FREQUENCY DATA
Author(s) -
Donald Ronald Mac,
Power David
Publication year - 1992
Publication title -
journal of business finance and accounting
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.282
H-Index - 77
eISSN - 1468-5957
pISSN - 0306-686X
DOI - 10.1111/j.1468-5957.1992.tb00641.x
Subject(s) - stock market , management , corporate finance , market power , economics , accounting , political science , library science , finance , history , context (archaeology) , market economy , archaeology , computer science , monopoly