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Revisiting the asymmetric dynamic dependence of stock returns : evidence from a quantile autoregression model
Zhu, Huiming, (2015)
Behaviour of stock return autocorrelation in the GCC stock markets
Chowdhury, Shah Saeed Hassan, (2015)
Sectoral differences in feedback trading on the German stock market
Yusupova, Elena, (2005)
Serial correlation in the returns of UK capitalization based portfolios
Chelley-Steeley, Patricia L., (2004)
Modeling equity market integration using smooth transition analysis : a study of Eastern European stock markets
Chelley-Steeley, Patricia L., (2005)
Market quality changes in the London Stock Market
Chelley-Steeley, Patricia L., (2008)