Short and long run dependence in Swedish stock return

• The behaviour of Swedish stock returns over short and long run horizons is analysed. Using monthly data from 1919 to 1995 and, weekly and daily data for the 1980s and first part of the 1990s we hardly found any evidence of long run depend-ence. Using thre

Keyword

Aktier Obligationer Sverige; Börsväsen; Aktieutdelning -- Sverige

Publication and Content Type

vet (subject category)

rap (subject category)