Long memory in stock returns: Evidence from the Eastern European markets

Long memory in stock returns: Evidence from the Eastern European markets

This essay aims to analyze the impact of the 2020 global pandemic on the memory properties of the Eastern Europe stock markets, from the period between 1 January 2016 to 2 September 2020, the sample was divided in two subperiods: 1 January 2016 to 30 August 2019 (before Covid 19) and 2 September 201...

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Bibliographic Details
Main Authors:	Dias Rui, Heliodoro Paula, Alexandre Paulo, Santos Hortense, Farinha Ana
Format:	Article
Language:	English
Published:	EDP Sciences 2021-01-01
Series:	SHS Web of Conferences
Subjects:	eastern european markets long memories arbitration portfolio diversification
Online Access:	https://www.shs-conferences.org/articles/shsconf/pdf/2021/02/shsconf_ies2020_01029.pdf

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