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An Explanation for Persistence in Share Prices and their Associated Returns

Biomedical Sciences Research Institute Computer Science Research Institute Environmental Sciences Research Institute Nanotechnology & Advanced Materials Research Institute

Bond, Derek and Dyson, Kenneth (2011) An Explanation for Persistence in Share Prices and their Associated Returns. In: Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration. (Eds: Gregoriou, Greg, N. and Pascalau, Razvan), Palgrave McMillan, pp. 124-142. ISBN 9780230283640 [Book section]

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Item Type:Book section
Faculties and Schools:Ulster Business School
Ulster Business School > Department of Business and Enterprise
Research Institutes and Groups:Business and Management Research Institute
ID Code:16840
Deposited By:Mr Derek Bond
Deposited On:13 Jan 2011 13:27
Last Modified:04 Oct 2012 16:18

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