An empirical study of index return autocorrelation
[Patrik Säfvenblad]
| Year of publication: |
1997
|
|---|---|
| Authors: | Säfvenblad, Patrik |
| Published in: |
Price formation in multi-asset securities markets. - Stockholm : EFI, ISBN 91-7258-455-6. - 1997, p. 67-94
|
| Subject: | Börsenkurs | Share price | Rationale Erwartung | Rational expectations | Signalling | Informationswert | Information value | Schätzung | Estimation | Theorie | Theory | Frankreich | France |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001300045