Testing for Long Memory in the Feedback Mechanism in the Futures Markets

Antonios Antoniou, Gregory Koutmos and Gioia Pescetto

Review of Behavioral Finance, 2011, vol. 3, issue 2, 78-90

Abstract: Keywords: Feedback trading, Index futures, Feedback persistence

Date: 2011
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eme:rbfpps:v:3:y:2011:i:2:p:78-90

DOI: 10.1108/19405979201100004

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