An Explanation for Persistence in Share Prices and their Associated Returns

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Original language	English
Title of host publication	Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
Editors	Greg, N. Gregoriou, Razvan Pascalau
Publisher	Palgrave Macmillan
Pages	124-142
ISBN (Print)	9780230283640
Publication status	Published (in print/issue) - 18 Jan 2011

Cite this

@inbook{8078fcae0cb14180a5ecf8fe2ecb1938,

title = "An Explanation for Persistence in Share Prices and their Associated Returns",

author = "Derek Bond and Kenneth Dyson",

year = "2011",

month = jan,

day = "18",

language = "English",

isbn = "9780230283640",

pages = "124--142",

editor = "Gregoriou, {Greg, N.} and Razvan Pascalau",

booktitle = "Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration",

publisher = "Palgrave Macmillan",

address = "United Kingdom",

}

An Explanation for Persistence in Share Prices and their Associated Returns. / Bond, Derek; Dyson, Kenneth.
Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration. ed. / Greg, N. Gregoriou; Razvan Pascalau. Palgrave Macmillan, 2011. p. 124-142.

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

TY - CHAP

T1 - An Explanation for Persistence in Share Prices and their Associated Returns

AU - Bond, Derek

AU - Dyson, Kenneth

PY - 2011/1/18

Y1 - 2011/1/18

M3 - Chapter

SN - 9780230283640

SP - 124

EP - 142

BT - Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration

A2 - Gregoriou, Greg, N.

A2 - Pascalau, Razvan

PB - Palgrave Macmillan

ER -