Work

Autocorrelation and partial price adjustment

Year: 2013

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/j.jempfin.2013.08.003

Authors: Robert M. Anderson, Kyong Shik Eom, Sang Buhm Hahn, Jong-Ho Park

Institutions: University of California, Berkeley, University of Seoul, Kyonggi University, Sunchon National 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: W1978485675

FWCI: 5.831

Cites: 26

Cited by: 31

Related to: 10