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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Australian journal of management"
~isPartOf:"International review of financial analysis"
~subject:"Autocorrelation"
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Share price
Autocorrelation
Estimation theory
26
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8
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8
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7
Schätzung
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Australian journal of management
International review of financial analysis
Journal of econometrics
121
Economics letters
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Econometric theory
33
Econometric reviews
32
Journal of empirical finance
18
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16
The econometrics journal
15
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13
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13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Applied economics letters
10
Journal of banking & finance
10
Journal of forecasting
10
International journal of economics and financial issues : IJEFI
9
Journal of risk and financial management : JRFM
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Finance research letters
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International journal of forecasting
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7
Journal of financial econometrics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The North American journal of economics and finance : a journal of financial economics studies
7
The journal of finance : the journal of the American Finance Association
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Review of quantitative finance and accounting
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The European journal of finance
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Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
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1
Expected long-term rates of return when short-term returns are serially correlated
Mork, Knut Anton
;
Trønnes, Haakon Andreas
- In:
International review of financial analysis
88
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014462437
Saved in:
2
The determinants of quantile autocorrelations : evidence from the UK
Ge̜bka, Bartosz
;
Wohar, Mark E.
- In:
International review of financial analysis
29
(
2013
),
pp. 51-61
Persistent link: https://www.econbiz.de/10010244128
Saved in:
3
Modeling daily price limits
Chou, Pin-huang
- In:
International review of financial analysis
8
(
1999
)
3
,
pp. 283-301
Persistent link: https://www.econbiz.de/10001495528
Saved in:
4
The market model and the event study method: a rejoinder
Coutts, J. Andrew
- In:
International review of financial analysis
5
(
1996
)
1
,
pp. 83-86
Persistent link: https://www.econbiz.de/10001215567
Saved in:
5
The market model and the event study method : a synthesis of econometric criticisms: comment
Rumsey, John
- In:
International review of financial analysis
5
(
1996
)
1
,
pp. 79-81
Persistent link: https://www.econbiz.de/10001215569
Saved in:
6
The market model and the event study method : a synthesis of the econometric criticisms
Coutts, J. Andrew
- In:
International review of financial analysis
3
(
1994
)
2
,
pp. 149-171
Persistent link: https://www.econbiz.de/10001178408
Saved in:
7
Modelling Australian stock market volatility
Brailsford, Timothy J.
- In:
Australian journal of management
18
(
1993
)
2
,
pp. 109-132
Persistent link: https://www.econbiz.de/10001158400
Saved in:
8
A security analyst's action recommendations : an application of recursive partitioning to modelling judgement
Howieson, Bryan
- In:
Australian journal of management
16
(
1991
)
2
,
pp. 165-185
Persistent link: https://www.econbiz.de/10001122541
Saved in:
9
Returns to equity before and after holidays : Australian evidence and tests of plausible hypotheses
Easton, Stephen Andrew
- In:
Australian journal of management
15
(
1990
)
2
,
pp. 281-296
Persistent link: https://www.econbiz.de/10001122535
Saved in:
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