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Showing
21
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21
Return autocorrelations on individual stocks and corresponding futures : evidence from Australian, Hong Kong, and United Kingdom markets
Lien, Da-hsiang Donald
;
Li, Yang
- In:
Review of Pacific Basin financial markets and policies
7
(
2004
)
3
,
pp. 397-422
Persistent link: https://www.econbiz.de/10002229060
Saved in:
22
Re-examining return
autocorrelation
and Monday returns
Tori, Cynthia Royal
- In:
Quarterly journal of business and economics : QJBE
42
(
2003
)
3/4
,
pp. 29-47
Persistent link: https://www.econbiz.de/10002416303
Saved in:
23
Return autocorrelations in the stock markets
Chen, Chun-Da
- In:
Applied economics letters
16
(
2009
)
7/9
,
pp. 907-911
Persistent link: https://www.econbiz.de/10003855485
Saved in:
24
The effect of abnormal turnover on asymmetric autoregressive behavior of index returns : evidence from the Chinese a-share stock markets
Hsiao, Jung-lieh
;
Tu, Teng-tsai
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
5
,
pp. 563-589
Persistent link: https://www.econbiz.de/10009665558
Saved in:
25
Stock return predictability in Iranian stock market : the application of multifactor and autoregressive models
Rahimi, Mohammad
;
Shahabadi, Aboulfazl
- In:
Theoretical and applied economics : GAER review
21
(
2014
)
2
,
pp. 77-86
Persistent link: https://www.econbiz.de/10010342389
Saved in:
26
Interday drifts in opening stock returns
Kudryavtsev, Andrey
- In:
Theoretical and applied economics : GAER review
20
(
2013
)
11
,
pp. 53-72
Persistent link: https://www.econbiz.de/10010224752
Saved in:
27
Technical trading rules for nonlinear dynamics of stock returns : evidence from the G-7 stock markets
Choe, Kwang-il
;
Krausz, Joshua
;
Nam, Kiseok
- In:
Review of quantitative finance and accounting
36
(
2011
)
3
,
pp. 323-353
Persistent link: https://www.econbiz.de/10009272482
Saved in:
28
Response asymmetries in Asian stock markets
Doong, Shuh-Chyi
;
Yang, Sheng-Yung
;
Chiang, Thomas C.
- In:
Review of Pacific Basin financial markets and policies
8
(
2005
)
4
,
pp. 637-657
Persistent link: https://www.econbiz.de/10003280288
Saved in:
29
Essays in financial economics : empirical research on the Japanese stock market
Iwasawa, Seiichiro
-
2003
Persistent link: https://www.econbiz.de/10003628392
Saved in:
30
Explaining volatility and serial correlation in opening and closing returns : a study of the FT-30 components
Chelley-Steeley, Patricia L.
- In:
Global finance journal
16
(
2005
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10003081229
Saved in:
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