Behavioralize this! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns
Year of publication: |
[1999]
|
---|---|
Authors: | Ahn, Dong-Hyun |
Other Persons: | Boudoukh, Jacob (contributor) ; Richardson, Matthew P. (contributor) ; Whitelaw, Robert (contributor) |
Publisher: |
[1999]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (41 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 1999 erstellt |
Other identifiers: | 10.2139/ssrn.171051 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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