Causes of cross-autocorrelation in security returns: Transaction costs versus information quality
| Year of publication: |
1997
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|---|---|
| Authors: | Richardson, Terry ; Peterson, David |
| Published in: |
Journal of Economics and Finance. - Springer, ISSN 1055-0925. - Vol. 21.1997, 3, p. 29-39
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| Publisher: |
Springer |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005598014