NSU Research Contributions
Title : Behavior of stock return autocorrelation in the GCC stock markets
Authors : Chowdhury, S.S.H., Rahman, M.A., Sadique, M.S.
| Journal Title: Global Business Review | Volume Number: 16 | Publication Year : 2015 | Issue Number: 5 |
| Pages : 737-746 |
| Keywords: Autocorrelation, Gulf Cooperation Council (GCC) markets, volatility, GARCH, feedback trading |
