Work

The Time‐variance Relationship: Evidence on Autocorrelation in Common Stock Returns

Year: 1977

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1977.tb03240.x

Authors: Robert A. Schwartz, David K. Whitcomb

Institutions: Rutgers, The State University of New Jersey, New York University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1978017247

FWCI: 24.19

Cites: 28

Cited by: 83

Related to: 10