Liquidity and autocorrelations in individual stock returns
Doron Avramov, Tarun Chordia and Amit Goyal
| Year of publication: |
2006
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|---|---|
| Authors: | Avramov, Doron ; Chordia, Tarun ; Goyal, Amit |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 61.2006, 5, p. 2365-2394
|
| Subject: | Kapitaleinkommen | Capital income | Liquidität | Liquidity | Handelsvolumen der Börse | Trading volume | Effizienzmarkthypothese | Efficient market hypothesis | USA | United States | Autokorrelation | Autocorrelation | 1962-2002 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003378711