Do emerging markets with consistent returns have better future performance?

DOI10.1080/14697680600699845zbMath1134.91558OpenAlexW1999489722MaRDI QIDQ3437398

Boyce D. Watkins

Publication date: 9 May 2007

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680600699845

zbMATH Keywords

emerging marketsconsistent stock returnsfuture returns

Mathematics Subject Classification ID

Cites Work

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Predicting stock price movements from past returns: the role of consistency and tax-loss selling

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