uu.seUppsala University Publications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Short and long run dependence in Swedish stock return
Uppsala University, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Faculty of Social Sciences, Department of Economics.
1996 (English)Report (Other scientific)
Abstract [en]

The behaviour of Swedish stock returns over short and long run horizons is analysed. Using monthly data from 1919 to 1995 and, weekly and daily data for the 1980s and first part of the 1990s we hardly found any evidence of long run depend-ence. Using thre

Place, publisher, year, edition, pages
Uppsala: Department of Economics, Uppsala University , 1996.
Series
Working paper / Department of Economics, Uppsala University, 1996:19
Keyword [en]
Aktier Obligationer Sverige; Börsväsen; Aktieutdelning -- Sverige
Identifiers
URN: urn:nbn:se:uu:diva-45573OAI: oai:DiVA.org:uu-45573DiVA: diva2:73481
Available from: 2008-10-17 Created: 2008-10-17

Open Access in DiVA

No full text

Other links

http://www.nek.uu.se/research/pdf/1996wp19.pdf
By organisation
Department of Economics

Search outside of DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric score

urn-nbn
Total: 350 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf