Work

Filter Rule Tests of the Economic Significance of Serial Dependencies in Daily Stock Returns

Year: 1992

Type: article

Source: The Journal of Financial Research

DOI: 10.1111/j.1475-6803.1992.tb00119.x

Authors: Charles J. Corrado, Suk‐Hun Lee

Institutions: University of Missouri, Loyola University Chicago

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2014547853

FWCI: 0.9

Cites: 8

Cited by: 37

Related to: 10