@article{paperid:1057183,
author = {Mohammad Mahdi Rounaghi and Nassirzadeh, Farzaneh},
title = {Investigation of Market efficiency between S&P 500 and London Stock Exchange : monthly and yearly Forecasting of Time Series Stock Returns Using ARMA model},
journal = {Physica A: Statistical Mechanics and its Applications},
year = {2016},
volume = {456},
number = {2},
month = {March},
issn = {0378-4371},
pages = {10--21},
			numpages = {11},
keywords = {Market efficiency; high efficiency; semi strong efficiency;  long  memory ; stock returns; time series.},
}