Autocorrelation, return horizons, and momentum in stock returns

Journal of Economics and Finance

Volumn 34, Issue 3, 2010, Pages 284-300

  Pan, Ming Shiun ^a  

^a SHIPPENSBURG UNIVERSITY   (United States)

Author keywords

Autocorrelation; Momentum; Return Horizon

Indexed keywords

EID: 77954245698     PISSN: 10550925     EISSN: 19389744     Source Type: Journal    
DOI: 10.1007/s12197-008-9072-0     Document Type: Article

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