Stock return cross-autocorrelations and market conditions in Japan

Journal of Business

Volumn 79, Issue 6, 2006, Pages 3029-3056

  Hameed, Allaudeen ^a   Kusnadi, Yuanto ^b  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33847043912     PISSN: 00219398     EISSN: None     Source Type: Journal    
DOI: 10.1086/508007     Document Type: Article

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