Author:
Fong Wai Mun,Yong Lawrence H.M.
Subject
Economics and Econometrics,Finance
Reference55 articles.
1. Partial adjustment or stale prices? Implications from stock index and futures return autocorrelations;Ahn;Review of Financial Studies,2002
2. Using genetic algorithms to find technical trading rules;Allen;Journal of Financial Economics,1999
3. An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator;Andrews;Econometrica,1992
4. Antweiler, W., Frank, M.Z., 2002. Is all that talk just noise? The information content of Internet stock message boards, Working paper, University of British Columia.
5. Asymmetric volatility and risk in equity markets;Bekaert;Review of Financial Studies,2000
Cited by
44 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献