The impact of information timeliness on the predictability of stock and futures returns: An application of vector models
| Year of publication: |
1995
|
|---|---|
| Authors: | Ostermark, Ralf ; Hernesniemi, Hannu |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 85.1995, 1, p. 111-131
|
| Publisher: |
Elsevier |