Predictable Patterns in Stock Returns 21

  • Thomas Hellstrr, Kenneth Holmstrr Om
  • Published 1998

Abstract

This paper presents statistical investigations regarding the predictability of stock returns. The examined data covers 207 stocks on the Swedish stock market for the time period 1987-1996. The results show trend behavior and autocorrelation values that are stable even when the entire time interval is broken down to yearly intervals. A proposed concept of… (More)

Topics

19 Figures and Tables

Cite this paper

@inproceedings{Hellstrr1998PredictablePI, title={Predictable Patterns in Stock Returns 21}, author={Thomas Hellstrr and Kenneth Holmstrr Om}, year={1998} }