An Explanation for Persistence in Share Prices and their Associated Returns

Derek Bond, Kenneth Dyson

Research output: Chapter in Book/Report/Conference proceedingChapter

LanguageEnglish
Title of host publicationNonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
EditorsGreg, N. Gregoriou, Razvan Pascalau
Pages124-142
Publication statusPublished - 18 Jan 2011

Cite this

Bond, D., & Dyson, K. (2011). An Explanation for Persistence in Share Prices and their Associated Returns. In G. N. Gregoriou, & R. Pascalau (Eds.), Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration (pp. 124-142)
Bond, Derek ; Dyson, Kenneth. / An Explanation for Persistence in Share Prices and their Associated Returns. Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration. editor / Greg, N. Gregoriou ; Razvan Pascalau. 2011. pp. 124-142
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Bond, D & Dyson, K 2011, An Explanation for Persistence in Share Prices and their Associated Returns. in GN Gregoriou & R Pascalau (eds), Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration. pp. 124-142.

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. 2011. p. 124-142.

Research output: Chapter in Book/Report/Conference proceedingChapter

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

ER -

Bond D, Dyson K. An Explanation for Persistence in Share Prices and their Associated Returns. In Gregoriou GN, Pascalau R, editors, Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration. 2011. p. 124-142