Predictable Patterns in Stock Returns 21

  • Thomas Hellstrr, Kenneth Holmstrr Om
  • Published 1998


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)


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Cite this paper

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