Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations
| Year of publication: |
2013
|
|---|---|
| Authors: | Ahn, Dong-Hyun ; Boudoukh, Jacob ; Richardson, Matthew ; Whitelaw, Robert F. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 15.2013, 2 (8.5.), p. 655-654
|