Stock return autocorrelations revisited: A quantile regression approach
Year of publication: |
2012
|
---|---|
Authors: | Baur, Dirk G. ; Dimpfl, Thomas ; Jung, Robert C. |
Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 19.2012, 2, p. 254-265
|
Publisher: |
Elsevier |
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)
-
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 ...
-
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 ...