Investigation of market efficiency and Financial Stability between S&P 500 and London Stock Exchange: Monthly and yearly Forecasting of Time Series Stock Returns using ARMA model

By Mohammad Mahdi Rounaghi, Farzaneh Nassir Zadeh. 2016

113 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/245876118452a748f6ff421d0b27a3dbaadcf585