An Explanation for Persistence in Share Prices and their Associated Returns

Derek Bond, Kenneth Dyson

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationNonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
EditorsGreg, N. Gregoriou, Razvan Pascalau
PublisherPalgrave Macmillan
Pages124-142
ISBN (Print)9780230283640
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). Palgrave Macmillan.