Record Details

Cross-autocorrelations in European stock returns

Economics and Business Letters

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Field Value
 
Title Cross-autocorrelations in European stock returns
 
Creator Peiró, Amado; University of Valencia, Spain
 
Description This paper examines lead-lag relationships between monthly index returns from 18 European industries. Several interesting and clear relationships are found that call into question the efficiency of European stock markets. While the Automobiles & Parts sector lags more than half of the other sectors, the Financial Services, Technology, and Telecommunications sectors lead many others. In particular, the leadership of the Technology sector has strengthened in recent years.
 
Publisher Oviedo University Press
 
Contributor —
 
Date 2016-05-05
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
—
 
Format application/pdf
 
Identifier http://www.unioviedo.es/reunido/index.php/EBL/article/view/10993
10.17811/ebl.5.1.2016.30-37
 
Source Economics and Business Letters; Vol 5, No 1 (2016): March; 30-37
Economics and Business Letters; Vol 5, No 1 (2016): March; 30-37
2254-4380
10.17811/ebl.5.1.2016
 
Language eng
 
Relation http://www.unioviedo.es/reunido/index.php/EBL/article/view/10993/10548
http://www.unioviedo.es/reunido/index.php/EBL/article/downloadSuppFile/10993/840
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