Stock return autocorrelations revisited: A quantile regression approach
Authors:
- Dirk G. BaurDBDirk G. Baur
- Thomas DimpflTDThomas Dimpfl
- Robert C. JungRJRobert C. Jung
- 1 March 2012
- journal article
- research article
- Published by Elsevier in Journal of Empirical Finance
- Vol. 19 (2) , 254-265
Abstract
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This publication has 13 references indexed in Scilit:
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