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Stock Returns and Long-range Dependence

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AbstractThis article studies the long memory behaviour of stock returns on the Ghana Stock Exchange. The estimates employed are based on the daily closing prices of seven stocks on the… Click to show full abstract

AbstractThis article studies the long memory behaviour of stock returns on the Ghana Stock Exchange. The estimates employed are based on the daily closing prices of seven stocks on the Ghana Stock ...

Keywords: range dependence; stock returns; long range; returns long; stock

Journal Title: Global Business Review
Year Published: 2019

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