Long memory in emerging market stock returns
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- Hatgioannides, John & Mesomeris, Spyros, 2007. "On the returns generating process and the profitability of trading rules in emerging capital markets," Journal of International Money and Finance, Elsevier, vol. 26(6), pages 948-973, October.
- Mansour Zarra-Nezhad & Ali Raoofi & Mohammad Hadi Akbarzdeh, 2016. "The Existence of Long Memory Property in OPEC Oil Prices," Asian Journal of Economic Modelling, Asian Economic and Social Society, vol. 4(3), pages 142-152, September.
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KeywordsStocks ; Stock - Prices ; Time-series analysis;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2001-02-08 (All new papers)
- NEP-ETS-2001-02-08 (Econometric Time Series)
- NEP-FIN-2001-02-08 (Finance)
- NEP-FMK-2001-02-08 (Financial Markets)
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