Skip to main navigation Skip to search Skip to main content

An Explanation for Persistence in Share Prices and their Associated Returns

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

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 (in print/issue) - 18 Jan 2011

Cite this