MARGIN-TRADING ACTIVITIES AND FUTURE STOCK RETURNS: NEW EVIDENCE FROM NONLINEAR ANALYSIS (Q5129932): Difference between revisions

@@ Property / MaRDI profile type @@
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+Margin borrowing, stock returns, and market volatility: evidence from margin credit balance
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+Fractional Brownian Motions, Fractional Noises and Applications
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+A Suggested Statistical Model of some Time Series which occur in Nature
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+Multifractal detrended fluctuation analysis of nonstationary time series
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+Fractal measures and their singularities: The characterization of strange sets
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+Investigating Causal Relations by Econometric Models and Cross-spectral Methods
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+Testing for nonlinearity in time series: the method of surrogate data
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@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0218348x20501261
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+W3043107999
@@ Property / OpenAlex ID: W3043107999 / rank @@
+Normal rank