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Boudoukh et al., 1994 - Google Patents

A tale of three schools: Insights on autocorrelations of short-horizon stock returns

Boudoukh et al., 1994

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Document ID
12966263537615699796
Author
Boudoukh J
Richardson M
Whitelaw R
Publication year
Publication venue
Review of financial studies

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Snippet

This article reexamines the autocorrelation patterns of short-horizon stock returns. We document empirical results which imply that these autocorrelations have been overstated in the existing literature. Based on several new insights, we provide support for a market …
Continue reading at finance.martinsewell.com (PDF) (other versions)

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