Partial adjustment or stale prices? : Implications from stock index and futures return autocorrelations
Dong-Hyun Ahn ...
| Year of publication: |
2002
|
|---|---|
| Authors: | Ahn, Dong-Hyun ; Boudoukh, Jabob ; Richardson, Matthew ; Whitelaw, Robert F. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 15.2002, 2, p. 655-689
|
| Subject: | Aktienindex | Stock index | Index-Futures | Index futures | Kapitaleinkommen | Capital income | Welt | World | Autokorrelation | Autocorrelation | 1982-2000 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The review of financial studies |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001688863