The determinants of conditional autocorrelation in stock returns

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	259 - 274
Number of pages	16
Journal	Journal of Financial Research
Volume	XXVI
Issue number	2
DOIs	https://doi.org/10.1111/1475-6803.00058
Publication status	Published - 2003

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@article{25ba50cbb9084b1395d5a4544e8e25ce,

title = "The determinants of conditional autocorrelation in stock returns",

author = "Michael McKenzie and Faff, \{Robert William\}",

year = "2003",

doi = "10.1111/1475-6803.00058",

language = "English",

volume = "XXVI",

pages = "259 -- 274",

journal = "Journal of Financial Research",

issn = "0270-2592",

publisher = "Wiley-Blackwell",

number = "2",

}