Short-Term Autocorrelation in Australian Equities

Australian Journal of Management

Volumn 28, Issue 1, 2003, Pages 97-117

  Gaunt, Clive ^a   Gray, Philip ^a  

^a UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

AUTOCORRELATION; ECONOMIC SIGNIFICANCE; MARKET EFFICIENCY; RANDOM WALK HYPOTHESIS

Indexed keywords

EID: 33749021168     PISSN: 03128962     EISSN: None     Source Type: Journal    
DOI: 10.1177/031289620302800105     Document Type: Article

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