Stock Return Autocorrelations Revisited: A Quantile Regression Approach
- Publication Type
- Journal contribution (peer reviewed)
- Authors
- Baur, D.; Dimpfl, T.; Jung, R.
- Year of publication
- 2012
- Published in
- Journal of Empirical Finance
- Band/Volume
- 19/
- Page (from - to)
- 254-256