Causes of cross-autocorrelation in security returns: Transaction costs versus information quality

✍ Scribed by Terry L. Richardson; David R. Peterson

• Book ID: 105660398
• Publisher: Springer US
• Year: 1997
• Tongue: English
• Weight: 723 KB
• Volume: 21
• Category: Article
• ISSN: 1055-0925
• DOI: 10.1007/bf02929036