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Long-horizon mean-reverting stock prices revisited
McQueen, Grant R. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10001122230
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Delayed reaction to good news and the cross-autocorrelation of portfolio returns
McQueen, Grant R. - In: The journal of finance : the journal of the American … 51 (1996) 3, pp. 889-919
Persistent link: https://www.econbiz.de/10001203637
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Are stock returns predictable? : a test using Markov chains
McQueen, Grant R. - In: The journal of finance : the journal of the American … 46 (1991) 1, pp. 239-263
Persistent link: https://www.econbiz.de/10001106448
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Bubbles, stock returns, and duration dependence
McQueen, Grant R. - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 3, pp. 379-401
Persistent link: https://www.econbiz.de/10001171164
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The effects of inflation news on high frequency stock returns
Adams, Gregory D.; McQueen, Grant R.; Wood, Robert - In: The journal of business : B 77 (2004) 3, pp. 547-574
Persistent link: https://www.econbiz.de/10002205101
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Spatial correlation in expected returns in commercial real estate markets and the role of core markets
Shilling, James D.; Sirmans, Clemon F.; Slade, Barrett A. - In: The journal of real estate finance and economics 54 (2017) 3, pp. 297-337
Persistent link: https://www.econbiz.de/10011797620