Stock Return Autocorrelations Revisited: A Quantile Regression Approach
- 期刊名称SSRN Electronic Journal
- 作者Baur, Dirk G.; Dimpfl, Thomas; Jung, Robert C.
- 电子ISSN1556-5068
- 文件大小996.68KB
- 发表时间2011
- DOI10.2139/ssrn.1974854
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