Momentum and reversals in equity-index returns during periods of abnormal turnover and return dispersion
Robert Connolly and Chris Stivers
| Year of publication: |
2003
|
|---|---|
| Authors: | Connolly, Robert A. ; Stivers, Christopher T. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 58.2003, 4, p. 1521-1556
|
| Subject: | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Trading volume | Zeitreihenanalyse | Time series analysis | USA | United States | Autokorrelation | Autocorrelation | 1962-2000 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001781162