Stock return autocorrelations revisited: A quantile regression approach
Year of publication: |
2012
|
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Authors: | Baur, Dirk G. ; Dimpfl, Thomas ; Jung, Robert C. |
Institutions: | Wirtschaftswissenschaftlichen Fakultät, Eberhard-Karls-Universität Tübingen |
Subject: | stock return distribution | quantile autoregression | overreaction and underreaction |
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Stock return autocorrelations revisited: A quantile regression approach
Baur, Dirk G., (2012)
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Stock return autocorrelations revisited : a quantile regression approach
Baur, Dirk G., (2012)
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Stock return autocorrelations revisited: A quantile regression approach
Baur, Dirk G., (2012)
- More ...
-
Stock return autocorrelations revisited: A quantile regression approach
Baur, Dirk G., (2012)
-
Stock return autocorrelations revisited : a quantile regression approach
Baur, Dirk G., (2012)
-
Stock return autocorrelations revisited : a quantile regression approach
Baur, Dirk G., (2012)
- More ...