Volume and Autocovariances in Short-Horizon Individual Security Returns
| Year of publication: |
1994
|
|---|---|
| Authors: | Conrad, Jennifer S. ; Hameed, Allaudeen ; Niden, Cathy |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 49.1994, 4, p. 1305-1330
|