Gold price may lead gold mining stocks

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Dr Brian Lucey and Dr Fergal O’Connor have just published some interesting research on the correlations of the gold price and gold mining indices.

In ‘Are Gold Bugs Coherent?’ the academics use wavelet models to surface the relationship between gold miners' stock prices and the price of gold. Specifically, they examine the relationship between the gold price and the NYSE ARCA Gold Bugs index of gold miner share prices over a 17 year period using wavelet analysis.



First published here: Gold price may lead gold mining stocks

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