The dual contributions of information instruments in return models: magnitude and direction predictability
| Year of publication: |
2002
|
|---|---|
| Authors: | Korkie, Bob ; Sivakumar, Ranjini ; Turtle, Harry |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 9.2002, 5, p. 511-523
|
| Publisher: |
Elsevier |