Is market index autocorrelation attributable to price latency? : evidence from CSI500
Year of publication: |
2022
|
---|---|
Authors: | Li, Meng ; Qiao, Lixin ; Sun, Fangfang |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 29.2022, 5, p. 427-430
|
Subject: | Autocorrelation | CSI500 | dynamic feature | price limit | Autokorrelation | Theorie | Theory | Börsenkurs | Share price | Aktienindex | Stock index |
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