Feedback Traders and Stock Return Autocorrelations: Evidence from a Century of Daily Data

Authors
E. SENTANA S. WADHWANI
Citation
E. SENTANA et S. WADHWANI, Feedback Traders and Stock Return Autocorrelations: Evidence from a Century of Daily Data, Economic journal, (411), 1992, pp. 415
Journal title
Economic journal → ACNP
ISSN journal
00130133
Issue
411
Year of publication
1992
Database
ICR
SICI code
0013-0133(1992):411<415:FTASRA>2.0.ZU;2-M