Dynamic autocorrelation of intraday stock returns
Xi Dong, Shu Feng, Leng Ling, Pingping Song
| Year of publication: |
February 2017
|
|---|---|
| Authors: | Xi, Dong ; Feng, Shu ; Ling, Leng ; Song, Pingping |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 20.2017, p. 274-280
|
| Subject: | Return autocorrelation | Informed trading | Liquidity trading | Autokorrelation | Autocorrelation | Kapitaleinkommen | Capital income | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2016.10.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011806947