Equilibrium correlations of asset price and return

Journal of Real Estate Finance and Economics

Volumn 34, Issue 2, 2007, Pages 233-256

  Leung, Charles Ka Yui ^a  

^a CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Market efficiency; Predictability; Price and return; Rational expectation; Serial and cross correlation

Indexed keywords

EID: 34248597623     PISSN: 08955638     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11146-007-9009-y     Document Type: Article

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