Discussion of "Momentum and autocorrelation in stock returns"
Year of publication: |
2002
|
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Authors: | Chen, Joseph ; Hong, Harrison G. |
Other Persons: | Lewellen, Jonathan (contributor) |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 15.2002, 2, p. 565-573
|
Subject: | Autokorrelation | Autocorrelation | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Momentenmethode | Method of moments |
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