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Jeon, Yoontae [Author] ; Kan, Raymond [Other]; Li, Gang [Other]

Stock Return Autocorrelations and Expected Option Returns

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[S.l.]: SSRN, [2020]
Rasheed, Muhammad Haroon [Author]; Gul, Faid [Author]; Hashmi, Aijaz Mustafa [Author]; Mumtaz, Muhammad Zubair [Author]

Predictability of return in Pakistan stock market through the application of the threshold quantile autoregressive models

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https://ier.ut.ac.ir/article_85090_b16a29693b633fbf7b0bae9eb3534e1e.pdf

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2021

Published in: Iranian economic review ; 25(2021), 4 vom: Herbst, Seite 815-828
Guo, Hongye [Author]

Online Appendix for "Earnings Extrapolation and Predictable Stock Market Returns"

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https://ssrn.com/abstract=4316030

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[S.l.]: SSRN, 2023
Guo, Hongye [Author]

Underreaction, Overreaction, and Dynamic Autocorrelation of Stock Returns

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[S.l.]: SSRN, [2020]

Published in: Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Fischer, Georg [Author]

How dynamic hedging affects stock price movements: Evidence from German option and certificate markets

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http://hdl.handle.net/10419/191642

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Passau: Universität Passau, Wirtschaftswissenschaftliche Fakultät, 2019
Lu, Yueliang (Jacques) [Author]; Tian, Weidong [Author]

Serial Dependence in the Stock Market : What Can We Learn from Derivatives?

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https://ssrn.com/abstract=3810878

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[S.l.]: SSRN, [2021]
Mammen, Enno [Author]; Nielsen, Jens Perch [Author]; Scholz, Michael [Author]; Sperlich, Stefan [Author]

Conditional variance forecasts for long-term stock returns

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Basel: MDPI, 2019
Hofmann, Daniel [Author]; Keiber, Karl Ludwig [Author]

Seasonalities in the German stock market

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https://link.springer.com/content/pdf/10.1007/s11408-020-00373-1.pdf

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2021

Published in: Financial markets and portfolio management ; 35(2021), 2 vom: Juni, Seite 151-192
Hofmann, Daniel [Author]; Keiber, Karl Ludwig [Author]

Seasonalities in the German stock market

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New York, NY: Springer US, 2021
Chordia, Tarun [Author]; Sarkar, Asani [Author]; Subrahmanyam, Avanidhar [Author]

The microstructure of cross-autocorrelations

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http://hdl.handle.net/10419/60537

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New York, NY: Federal Reserve Bank of New York, 2007
Baur, Dirk G. [Author]; Dimpfl, Thomas [Author]; Jung, Robert C. [Author]

Stock return autocorrelations revisited: A quantile regression approach

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http://hdl.handle.net/10419/54730

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Tübingen: University of Tübingen, Faculty of Economics and Social Sciences, 2012
Baur, Dirk G. [Author]; Dimpfl, Thomas [Author]; Jung, Robert [Author]

Stock return autocorrelations revisited : a quantile regression approach

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Tübingen: Universitätsbibliothek Tübingen, 2012

Published in: Eberhard Karls Universität Tübingen: University of Tübingen working papers in economics and finance ; 24
Woodford, Michael [Author]

Interest and Prices : Foundations of a Theory of Monetary Policy

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https://www.degruyter.com/isbn/9781400830169

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Princeton, NJ: Princeton University Press, 2011
Avramov, Doron [Author] ; Chordia, Tarun [Other]; Goyal, Amit [Other]

Liquidity and Autocorrelations in Individual Stock Returns

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https://ssrn.com/abstract=555968

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[S.l.]: SSRN, [2007]
Yin, Xiangkang [Author] ; Zhao, Jing [Other]

Information-Based Trading and Autocorrelation in Individual Stock Returns

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https://ssrn.com/abstract=2666433

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[S.l.]: SSRN, [2016]
Yin, Xiangkang [Author] ; Zhao, Jing [Other]

Information-Based Trading and Autocorrelation in Individual Stock Returns

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[S.l.]: SSRN, [2016]

Published in: FIRN Research Paper ; No. 2645236
Baur, Dirk G. [Author] ; Dimpfl, Thomas [Other]; Jung, Robert [Other]

Stock Return Autocorrelations Revisited : A Quantile Regression Approach

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[S.l.]: SSRN, [2012]
García Blandón, Josep [Author]

Return Autocorrelation Anomalies in Two European Stock Markets

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[S.l.]: SSRN, 2008
Hameed, Allaudeen [Author] ; Kusnadi, Yuanto [Other]

Stock Return Cross-Autocorrelations and Market Conditions in Japan

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[S.l.]: SSRN, [2003]
Chordia, Tarun [Author] ; Swaminathan, Bhaskaran [Other]

Trading Volume and Cross-Autocorrelations in Stock Returns

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https://ssrn.com/abstract=157835

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[S.l.]: SSRN, [1999]

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