Behaviour of Stock Return Autocorrelation in the GCC Stock Markets
There is overwhelming evidence of the presence of autocorrelation in stock returns in many previous studies. Since stock return correlation is related to predictability of stock prices, it is important to know the extent of autocorrelation and its underlying causes. This article investigates the aut...
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
Sage Publications
2014
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/3976 |