Short-horizon return predictability in international equity markets

Financial Review

Volumn 45, Issue 2, 2010, Pages 469-484

  Shamsuddin, Abul ^a   Kim, Jae H ^b  

^a UNIVERSITY OF NEWCASTLE   (Australia)

^b LA TROBE UNIVERSITY   (Australia)

Author keywords

International equity markets; Return predictability; Variance ratio test

Indexed keywords

EID: 85007561688     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/j.1540-6288.2010.00256.x     Document Type: Article

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