Portfolio size, non-trading frequency and portfolio return autocorrelation
Year of publication: |
2014
|
---|---|
Authors: | Chelley-Steeley, Patricia L. ; Steeley, James M. |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 33.2014, p. 56-77
|
Subject: | Portfolio return autocorrelation | Non-trading | Diversification | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Autokorrelation | Autocorrelation |
-
Drawdown measures and return moments
Möller, Philipp M., (2018)
-
Memory-enhanced momentum in commodity futures markets
Mehlitz, Julia S., (2024)
-
Industry momentum effect and autocorrelation : evidence from Taiwan
Fu, Ying-Fen, (2009)
- More ...
-
The leverage effect in the UK stock market
Chelley-Steeley, Patricia L., (2005)
-
Exchange controls, macroeconomic integration and the interdependence of European equity markets
Chelley-Steeley, Patricia L., (1996)
-
Editorial: Measuring and modelling the influence of investor behaviour on investment decision making
Chelley-Steeley, Patricia L., (2009)
- More ...