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| Author: | Lovatt, D. Boswell, A. Noor. R. |
| Title: | A note on the predictability of UK stock returns |
| Journal: | European Journal of Finance
2007 : JAN/FEB, VOL. 13:1-2, p. 159-164 |
| Index terms: | stock returns forecasting United Kingdom |
| Language: | eng |
| Abstract: | In this note, there is evidence on the predictability of U.K. stock returns using a companies database in the FTSE-Allshare Index newly constructed towards 1998. The used tests are autocorrelations at various lags and variance ratios for several base observations' aggregations. The evidence is consistent with that published for US stock returns etc. |
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