An Explanation for Persistence in Share Prices and their Associated Returns

Derek Bond, Kenneth Dyson

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Original languageEnglish
Title of host publicationNonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
EditorsGreg, N. Gregoriou, Razvan Pascalau
PublisherPalgrave Macmillan
ISBN (Print)9780230283640
Publication statusPublished (in print/issue) - 18 Jan 2011

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