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Stock index and price dynamics in the U.K. and the U.S.: new evidence from a trading rule and statistical analysis

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

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Stock index and price dynamics in the U.K. and the U.S.: new evidence from a trading rule and statistical analysis. / Taylor, S J.
In: European Journal of Finance, Vol. 6, 2000, p. 36-69.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Taylor, SJ 2000, 'Stock index and price dynamics in the U.K. and the U.S.: new evidence from a trading rule and statistical analysis', European Journal of Finance, vol. 6, pp. 36-69.

APA

Taylor, S. J. (2000). Stock index and price dynamics in the U.K. and the U.S.: new evidence from a trading rule and statistical analysis. European Journal of Finance, 6, 36-69.

Vancouver

Taylor SJ. Stock index and price dynamics in the U.K. and the U.S.: new evidence from a trading rule and statistical analysis. European Journal of Finance. 2000;6:36-69.

Author

Taylor, S J. / Stock index and price dynamics in the U.K. and the U.S.: new evidence from a trading rule and statistical analysis. In: European Journal of Finance. 2000 ; Vol. 6. pp. 36-69.

Bibtex

@article{498d030fdaf04c49bdf28c65e7f83241,
title = "Stock index and price dynamics in the U.K. and the U.S.: new evidence from a trading rule and statistical analysis",
author = "Taylor, {S J}",
year = "2000",
language = "English",
volume = "6",
pages = "36--69",
journal = "European Journal of Finance",
issn = "1351-847X",
publisher = "Routledge",

}

RIS

TY - JOUR

T1 - Stock index and price dynamics in the U.K. and the U.S.: new evidence from a trading rule and statistical analysis

AU - Taylor, S J

PY - 2000

Y1 - 2000

M3 - Journal article

VL - 6

SP - 36

EP - 69

JO - European Journal of Finance

JF - European Journal of Finance

SN - 1351-847X

ER -