Non-Linear Diachronic Interaction Between the Advance/Decline Ratio Index and the Returns of the Market's General Index: Empirical Evidence from the Athens Stock Exchange

Eleni Thanou and Dikaios Tserkezos ()
Additional contact information
Dikaios Tserkezos: Department of Economics, University of Crete, Greece

No 1311, Working Papers from University of Crete, Department of Economics

Keywords: Advance/Decline ratio index; General Index; Linear and Nonlinear Granger Causality (search for similar items in EconPapers)
JEL-codes: G14 (search for similar items in EconPapers)
Pages: 10 pages
Date: 2013-12-01
References: Add references at CitEc
Citations:

Published

Downloads: (external link)
http://economics.soc.uoc.gr/wpa/docs/1311.pdf First version (application/pdf)
No

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:crt:wpaper:1311

Access Statistics for this paper

More papers in Working Papers from University of Crete, Department of Economics Contact information at EDIRC.
Bibliographic data for series maintained by Kostis Pigounakis ().