Global investigation of return autocorrelation and its determinants
Year of publication: |
June 2017
|
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Authors: | Jain, Pawan ; Xue, Wenjun |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 43.2017, p. 200-217
|
Subject: | Return autocorrelation | Global stock markets | Quantile autoregression model | Legal environment | Investor psychology | Hofstede's cultural dimensions | Autokorrelation | Autocorrelation | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Welt | World | Börsenkurs | Share price |
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