Return anomalies on the Nikkei: are they statistical illusions?

DOI10.1016/j.chaos.2004.06.038zbMath1102.91350OpenAlexW3125593555MaRDI QIDQ1776600

Thomas A. Fetherston, Craig Ellis, Jonathan A. Batten

Publication date: 12 May 2005

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2004.06.038

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items

Long memory and data frequency in financial markets

Cites Work

• The Expected Value of the Adjusted Rescaled Hurst Range of Independent Normal Summands
• Long-Term Memory in Stock Market Prices
• Unnamed Item