✦ LIBER ✦

Feedback Traders and Stock Return Autocorrelations: Evidence from a Century of Daily Data

✍ Scribed by Enrique Sentana and Sushil Wadhwani

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Feedback trading and the autocorrelation

✍ Gregory Koutmos 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 708 KB

Stock return predictability and the adap

✍ Jae H. Kim; Abul Shamsuddin; Kian-Ping Lim 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 679 KB

STATISTICAL PROPERTIES OF DAILY RETURNS:

✍ A. Corhay; A. Tourani Rad 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 557 KB

Empirical analysis of real and financial

✍ Thomas C. Chiang; Shuh-Chyi Doong 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 94 KB

Accounting information and excess stock

✍ Apergis, Nicholas; Artikis, George; Eleftheriou, Sofia; Sorros, John 📂 Article 📅 2011 🏛 Taylor and Francis Group 🌐 English ⚖ 133 KB

Mean‐reverting behavior of stock returns

✍ Chowdhury, Abdur R. 📂 Article 📅 1999 🏛 Taylor and Francis Group 🌐 English ⚖ 850 KB