Title of article :
On the returns generating process and the profitability of trading rules in emerging capital markets
Author/Authors :
John Hatgioannides، نويسنده , , Spyros Mesomeris، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Pages :
26
From page :
948
To page :
973
Keywords :
Long memory , trading rules , Bootstrap simulations , Stock return dynamics , Emerging markets
Journal title :
Journal of International Money and Finance
Serial Year :
2007
Journal title :
Journal of International Money and Finance
Record number :
191613
Link To Document :
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