Another Look at Risk and Reward in January and Non-January Months: Response

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[PDF][PDF] An examination of long-term memory using the intraday stock returns

BN Huang, CW Yang - Technical Report, 1999 - ww.long-memory.com
In this paper, we show that by applying the modified R/S technique to the intraday data,
there exists the phenomenon of long-term memory in both NYSE and NASDAQ indices. The …
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[CITATION][C] İSTANBUL MENKUL KIYMETLER BORSASINDA TAKVİM ETKİLERİ

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