Autocorrelation and partial price adjustment
Robert M. Anderson; Kyong Shik Eom; Sang Buhm Hahn; Jong-Ho Park
| Year of publication: |
2013
|
|---|---|
| Authors: | Anderson, Robert M. ; Eom, Kyong Shik ; Hahn, Sang Buhm ; Park, Jong-ho |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 24.2013, p. 78-93
|
| Subject: | Stock return autocorrelation | Nonsynchronous trading | Partial price adjustment | Market | Microstructure | Open-to-close return | Kapitaleinkommen | Capital income | Theorie | Theory | Börsenkurs | Share price | Autokorrelation | Autocorrelation | Marktmikrostruktur | Market microstructure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010371989