Liquidity and autocorrelations in individual stock returns

Journal of Finance

Volumn 61, Issue 5, 2006, Pages 2365-2394

  Avramov, Doron ^a   Chordia, Tarun ^b   Goyal, Amit ^b  

^a UNIVERSITY OF MARYLAND   (United States)

^b EMORY UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33748785984     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2006.01060.x     Document Type: Article

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