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subject:"USA"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The review of financial studies"
~subject:"autocorrelation"
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Review of quantitative finance and accounting
The review of financial studies
IMF Working Papers
140
IMF Staff Country Reports
6
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6
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5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Asset price dynamics with limited attention
Hendershott, Terrence
;
Menkveld, Albert J.
;
Praz, Rémy
; …
- In:
The review of financial studies
35
(
2022
)
2
,
pp. 962-1008
Persistent link: https://www.econbiz.de/10012878980
Saved in:
2
Learning from prices and the dispersion in beliefs
Banerjee, Snehal
- In:
The review of financial studies
24
(
2011
)
9
,
pp. 3025-3068
Persistent link: https://www.econbiz.de/10009373070
Saved in:
3
Stock returns and expected inflation : evidence from an asymmetric test specification
Kolluri, Bharat R.
;
Wahab, Mamoud S.
- In:
Review of quantitative finance and accounting
30
(
2008
)
4
,
pp. 371-395
Persistent link: https://www.econbiz.de/10003711388
Saved in:
4
A time-series model of stock returns with a positive short-term correlation and a negative long-term correlation
Khil, Jaeuk
;
Lee, Bong-Soo
- In:
Review of quantitative finance and accounting
18
(
2002
)
4
,
pp. 383-404
Persistent link: https://www.econbiz.de/10001677090
Saved in:
5
Momentum and autocorrelation in stock returns
Lewellen, Jonathan
- In:
The review of financial studies
15
(
2002
)
2
,
pp. 533-563
Persistent link: https://www.econbiz.de/10001688841
Saved in:
6
A transactions data analysis of nonsynchronous trading
Kadlec, Gregory B.
;
Patterson, Douglas M.
- In:
The review of financial studies
12
(
1999
)
3
,
pp. 609-630
Persistent link: https://www.econbiz.de/10001421848
Saved in:
7
Empirical analyses of three explanations for the positive autocorrelation of short-horizon stock index returns
Ogden, Joseph P.
- In:
Review of quantitative finance and accounting
9
(
1997
)
2
,
pp. 203-217
Persistent link: https://www.econbiz.de/10001590902
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