Empirical analyses of three explanations for the positive autocorrelation of short-horizon stock index returns

Review of Quantitative Finance and Accounting

Volumn 9, Issue 2, 1997, Pages 203-217

  Ogden, Joseph P ^a  

^a UNIVERSITY AT BUFFALO   (United States)

Author keywords

Index return autocorrelation; Information transfer; Market efficiency

Indexed keywords

EID: 0042777397     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1023/A:1008216626861     Document Type: Article

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