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Volumn 12, Issue 6, 2002, Pages 395-403

Margin requirements, positive feedback trading, and stock return autocorrelations: The case of Japan

Author keywords

[No Author keywords available]

Indexed keywords

AUTOCORRELATION; MARKET CONDITIONS; STOCK MARKET;

EID: 0036275008     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/09603100110090163     Document Type: Article
Times cited : (33)

References (35)
  • 9
    • 84993918988 scopus 로고
    • Imperfect information and cross-autocorrelation among stock returns
    • (1993) Journal of Finance , vol.48 , pp. 1211-1230
    • Chan, K.1
  • 24
    • 0000641348 scopus 로고
    • Conditional heteroskedasticity in asset returns: A new approach
    • (1991) Econometrica , vol.59 , pp. 347-370
    • Nelson, D.B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.