Stock return autocorrelations revisited: A quantile regression approach

Baur, DG Dimpfl, T Jung, RC

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Field	Value	Language
dc.contributor.author	Baur, DG	en_US
dc.contributor.author	Dimpfl, T	en_US
dc.contributor.author	Jung, RC	en_US
dc.date.issued	2012-03	en_US
dc.identifier.citation	JOURNAL OF EMPIRICAL FINANCE, 2012, 19 (2), pp. 254 - 265	en_US
dc.identifier.issn	0927-5398	en_US
dc.identifier.uri	http://hdl.handle.net/10453/18831
dc.relation.ispartof	JOURNAL OF EMPIRICAL FINANCE	en_US
dc.relation.isbasedon	10.1016/j.jempfin.2011.12.002	en_US
dc.subject.classification	Finance	en_US
dc.title	Stock return autocorrelations revisited: A quantile regression approach	en_US
dc.type	Journal Article
utslib.citation.volume	2	en_US
utslib.citation.volume	19	en_US
utslib.for	1502 Banking, Finance and Investment	en_US
utslib.for	1403 Econometrics	en_US
utslib.for	1402 Applied Economics	en_US
dc.location.activity	San Francisco, USA
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
utslib.copyright.status	closed_access
pubs.issue	2	en_US
pubs.publication-status	Published	en_US
pubs.volume	19	en_US

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