Work

Nonlinear predictability of short-run deviations in UK stock market returns

Year: 2004

Type: article

Source: Economics Letters

DOI: 10.1016/j.econlet.2003.10.014

Author: David G McMillan

Institution: University of Aberdeen

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1972177203

FWCI: 2.316

Cites: 29

Cited by: 25

Related to: 10