search for long memory in international stock market returns
By: Yin-Wong Cheung and Kon S. Lai.
Contributors: Lai, Kon S.; City Polytechnic of Hong Kong. Department of Economics and Finance.
Series: Working paper series (City Polytechnic of Hong Kong. Department of Economics and Finance) -- no.62
Publisher: City Polytechnic of Hong Kong, Department of Economics and Finance
Published: 1995
Place of publication: Kowloon, Hong Kong
Language: eng
Number of pages: 34
Subjects: Stocks -- Prices.; Stocks -- Prices -- Mathematical models.; Dividends.; Earnings per share.
Notes: Includes bibliographical references (p17-20).