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...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2021-01-01
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| Series: | SHS Web of Conferences |
| Subjects: | |
| Online Access: | https://www.shs-conferences.org/articles/shsconf/pdf/2021/02/shsconf_ies2020_01029.pdf |