Behavioralize This! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns
Year of publication: |
1999-07
|
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Authors: | Ahn, Dong-Hyun ; Boudoukh, Jacob ; Richardson, Matthew ; Whitelaw, Robert F. |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP published as Ahn, D. H., J. Boudoukh, M. Richardson and R. F. Whitelaw. "Partial Adjustment Or Stale Prices? Implications From Stock Index And Futures Return Autocorrelations," Review of Financial Studies, 2002, v15(2,Mar), 655-689. Number 7214 |
Classification: | G00 - Financial Economics. General |
Source: |
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