Serial correlation in the Spanish Stock Market

Global Finance Journal

Volumn 18, Issue 1, 2007, Pages 84-103

  DePenya, Francisco J ^a   Gil Alana, Luis A ^a  

^a UNIVERSITY OF NAVARRA   (Spain)

Author keywords

Cross serial correlation; Efficient market hypothesis; Random walk; Variance Ratio

Indexed keywords

EID: 34249700185     PISSN: 10440283     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.gfj.2007.01.001     Document Type: Article

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