Momentum and reversals in equity-index returns during periods of abnormal turnover and return dispersion
Year of publication: |
2003
|
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Authors: | Connolly, Robert A. ; Stivers, Christopher T. |
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. 58.2003, 4, p. 1521-1556
|
Subject: | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Trading volume | Zeitreihenanalyse | Time series analysis | USA | United States | Autokorrelation | Autocorrelation | 1962-2000 |
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