Autocorrelation, return horizons, and momentum in stock returns

Ming-Shiun Pan ()

Journal of Economics and Finance, 2010, vol. 34, issue 3, 284-300

Keywords: Autocorrelation; Momentum; Return Horizon; G12; G14 (search for similar items in EconPapers)
JEL-codes: G12 G14 (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s12197-008-9072-0

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