✦ LIBER ✦

Autocorrelation, return horizons, and momentum in stock returns

✍ Scribed by Ming-Shiun Pan

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Liquidity and Autocorrelations in Indivi

✍ DORON AVRAMOV; TARUN CHORDIA; AMIT GOYAL 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 233 KB

Trading Volume and Cross-Autocorrelation

✍ Tarun Chordia; Bhaskaran Swaminathan 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 122 KB

Empirical Analyses of Three Explanations

✍ JOSEPH Ogden 📂 Article 📅 1997 🏛 Springer US 🌐 English ⚖ 116 KB

Mean Reversion of Short-Horizon Stock Re

✍ Kiseok Nam; Sei-Wan Kim; Augustine. C. Arize 📂 Article 📅 2006 🏛 Springer US 🌐 English ⚖ 198 KB

Does Stock Return Momentum Explain the “

✍ TRAVIS SAPP; ASHISH TIWARI 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 101 KB

Stock Returns and Inflation

✍ Mark Crosby 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 151 KB