A comparison of alternative covariance matrices for models with over-lapping observations
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- Hon, Mark T. & Tonks, Ian, 2003.
"Momentum in the UK stock market,"
Journal of Multinational Financial Management, Elsevier, vol. 13(1), pages 43-70, February.
- Hon, Mark T. & Tonks, Ian, 2002. "Momentum in the UK stock market," LSE Research Online Documents on Economics 24909, London School of Economics and Political Science, LSE Library.
- Ian Tonks & Mark T Hon, 2002. "Mommentum in the UK Stock Market," FMG Discussion Papers dp405, Financial Markets Group.
- Heaton, Chris, 2015. "Testing for multiple-period predictability between serially dependent time series," International Journal of Forecasting, Elsevier, vol. 31(3), pages 587-597.
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