Equilibrium Correlations of Asset Price and Return
Year of publication: |
2007
|
---|---|
Authors: | Leung, Charles |
Published in: |
The Journal of Real Estate Finance and Economics. - Springer. - Vol. 34.2007, 2, p. 233-256
|
Publisher: |
Springer |
Subject: | Rational expectation | Price and return | Serial and cross correlation | Market efficiency | Predictability |
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