Time-varying factors and cross-autocorrelations in short-horizon stock returns

Journal of Financial Research

Volumn 20, Issue 4, 1997, Pages 435-458

  Hameed, Allaudeen ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039837611     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.1997.tb00259.x     Document Type: Article

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