In this research paper, we inspect the hypothesis of negative autocorrelation in the stock returns by testing a sample of 8 sectors in France and 2 sectors
In this research paper, we inspect the hypothesis of negative autocorrelation in the stock returns by testing a sample of 8 sectors in France and 2 sectors in the US during the period of Jan 1973 to Nov 2012. Our test focuses on the mean-re
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