Intertemporal Cross-Dependence in Securities Daily Returns and the Short-Run Intervaling Effect on Systematic Risk
| Year of publication: |
1980
|
|---|---|
| Authors: | Hawawini, Gabriel A. |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 15.1980, 01, p. 139-149
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |