Are short-horizon equity returns predictable? Evidence from large and frequently traded italian stocks.

Authors
Siciliano, Giovanni
Citation
Giovanni Siciliano, Are short-horizon equity returns predictable? Evidence from large and frequently traded italian stocks., Giornale degli economisti e annali di economia, 58(2), 1999, pp. 241-267
Journal title
Giornale degli economisti e annali di economia
ISSN journal
00170097 → ACNP
Volume
58
Issue
2
Year of publication
1999
Pages
241 - 267
Database
ESSPER
SICI code
0017-0097(1999)58:2<241:ASERPE>2.0.ZU;2-J