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

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Margin borrowing, stock returns, and market volatility: evidence from margin credit balance
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+A Suggested Statistical Model of some Time Series which occur in Nature
+Normal rank
@@ Property / cites work @@
+Multifractal detrended fluctuation analysis of nonstationary time series
+Normal rank
@@ Property / cites work @@
+Fractal measures and their singularities: The characterization of strange sets
+Normal rank
@@ Property / cites work @@
+Investigating Causal Relations by Econometric Models and Cross-spectral Methods
+Normal rank
@@ Property / cites work @@
+Testing for nonlinearity in time series: the method of surrogate data
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0218348x20501261
+Normal rank
@@ Property / OpenAlex ID @@
+W3043107999
@@ Property / OpenAlex ID: W3043107999 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5129932