Speed of Adjustment to Common Information and Cross-Autocorrelations in Stock Returns

https://hdl.handle.net/10779/DRO/DU:23207579

journal contribution

posted on 2023-05-29, 05:24 authored by Tarun Chordia, Bhaskaran Swaminathan

Speed of Adjustment to Common Information and Cross-Autocorrelations in Stock Returns

History

Language

English

Author URL

https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000209883900028&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a045e4b2bb1f2b747c68c720ec8913b7

Publication classification

E3.1 Extract of paper

Journal

JOURNAL OF FINANCE

Volume

52

Pagination

1216-1216

ISSN

0022-1082

eISSN

1540-6261

Issue

3

Publisher

WILEY

Usage metrics

Categories

Banking, finance and investment not elsewhere classified

Keywords

Social Sciences Business, Finance Economics Business & Economics

Licence

All Rights Reserved

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