✦ LIBER ✦

Interaction of volatility and autocorrelation in foreign stock returns

✍ Scribed by Geoffrey Booth, G.; Koutmos, Gregory

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Foreign exchange volatility and stock re

✍ Ding Du; Ou Hu 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 413 KB

The long-run component of foreign exchan

✍ Du, Ding; Hu, Ou 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 744 KB

Autocorrelation, return horizons, and mo

✍ Ming-Shiun Pan 📂 Article 📅 2008 🏛 Springer US 🌐 English ⚖ 207 KB

Liquidity and Autocorrelations in Indivi

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

The Determinants of Conditional Autocorr

✍ Michael D. McKenzie; Robert W. Faff 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 103 KB

Expected returns and volatility in Europ

✍ Albert Corhay; Alireza Tourani Rad 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 763 KB