The determinants of conditional autocorrelation in stock returns

Michael McKenzie, Robert William Faff

    Research output: Contribution to journalArticleResearchpeer-review

    28 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)259 - 274
    Number of pages16
    JournalJournal of Financial Research
    VolumeXXVI
    Issue number2
    DOIs
    Publication statusPublished - 2003

    Cite this