The significance of serial cross-correlations after controlling for a specific factor structure in security returns
Eric James Higgins; David R. Peterson
| Year of publication: |
2001
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|---|---|
| Authors: | Higgins, Eric James ; Peterson, David R. |
| Published in: |
Quarterly journal of business and economics : QJBE. - Lincoln, Neb. : College of Business Administration, ISSN 0747-5535, ZDB-ID 859563-X. - Vol. 40.2001, 3/4, p. 117-139
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| Subject: | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | USA | United States | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001764366