Title:

Revisiting Serial Dependence in the Stock Markets of the G7 Countries, Portugal, Spain and Greece

Authors:

Paulo Ferreira (CEFAGE, U Évora, U Évora, ISLA, Leiria)
Andreia Dionísio (CEFAGE, U Évora, U Évora)

Journal:

Applied Financial Economics

Year:

2014

Volume:

24

Pages:

319-331

JEL codes:

C58 - Financial Econometrics
G14 - Information and Market Efficiency; Event Studies
G15 - International Financial Markets