Chaos and the compass rose

Economics Letters

Volumn 54, Issue 2, 1997, Pages 113-118

  Krämer, Walter ^a   Runde, Ralf ^a  

^a TU DORTMUND UNIVERSITY   (Germany)

Author keywords

Chaos; Stock returns

Indexed keywords

EID: 0031286424     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(97)00020-7     Document Type: Article

References (4)

1. Crack, T.F. and Q. Ledoit, 1996. Robust structure without predictability: the 'compass rose' pattern of the stock market. Journal of Finance 51, 751-762.
2. Huang, R.D. and H.R. Stoll, 1994. Market microstructure and stock return predictions. Review of Financial Studies 7, 179-213.
3. Brock, W.A., W. Dechert and J.A. Scheinkman, 1987. A test for independence based upon the correlation dimension. Discussion Paper, University of Wisconsin.
4. Scheinkman, J.A. and B. LeBaron, 1989. Nonlinear dynamics and stock returns. Journal of Business 62, 311-337.