An Investigation of Conditional Autocorrelation and Cross-Autocorrelation in Emerging Markets
Year of publication: |
2005
|
---|---|
Authors: | Faff, Robert W. ; Hillier, David ; McKenzie, Michael D. |
Published in: |
Review of Pacific Basin Financial Markets and Policies (RPBFMP). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6705. - Vol. 08.2005, 03, p. 467-499
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Migration hypothesis | informed traders | conditional return autocorrelation | feedback trading |
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