VOLUME AND AUTOCOVARIANCES IN SHORT-HORIZON INDIVIDUAL SECURITY RETURNS

• 成果类型: Meeting Abstract
• 署名作者: CONRAD, JS; HAMEED, A; NIDEN, CM
• 署名单位: University of North Carolina; University of North Carolina Chapel Hill
• 刊物名称: JOURNAL OF FINANCE
• ISSN/ISSBN: 0022-1082
• 发表日期: 1994
• 页码: 1063-1063