Speed of Adjustment to Common Information and Cross-Autocorrelations in Stock Returns

成果类型:
Meeting Abstract
署名作者:
Chordia, Tarun; Swaminathan, Bhaskaran
刊物名称:
JOURNAL OF FINANCE
ISSN/ISSBN:
0022-1082
发表日期:
1997
页码:
1216-1216
关键词: