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Modeling conditional return autocorrelation
McKenzie, Michael D.; Faff, Robert W. - In: International Review of Financial Analysis 14 (2005) 1, pp. 23-42
Persistent link: https://www.econbiz.de/10005228986
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Evidence of an asymmetry in the relationship between volatility and autocorrelation
McKenzie, Michael D.; Kim, Suk-Joong - In: International Review of Financial Analysis 16 (2007) 1, pp. 22-40
Persistent link: https://www.econbiz.de/10005229097
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Trading systems and liquidity on securities markets: A study of the European Options Exchange
Berkman, Henk - In: International Review of Financial Analysis 3 (1994) 1, pp. 93-96
Persistent link: https://www.econbiz.de/10005221817