FILTER RULE TESTS OF THE ECONOMIC SIGNIFICANCE OF SERIAL DEPENDENCIES IN DAILY STOCK RETURNS

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	369-387
Number of pages	19
Journal	Journal of Financial Research
Volume	15
Issue number	4
DOIs	https://doi.org/10.1111/j.1475-6803.1992.tb00119.x
State	Published - 1992
Externally published	Yes

ASJC Scopus Subject Areas

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title = "FILTER RULE TESTS OF THE ECONOMIC SIGNIFICANCE OF SERIAL DEPENDENCIES IN DAILY STOCK RETURNS",

author = "Corrado, {Charles J.} and Lee, {Suk‐Hun ‐H}",

year = "1992",

doi = "10.1111/j.1475-6803.1992.tb00119.x",

language = "English",

volume = "15",

pages = "369--387",

journal = "Journal of Financial Research",

issn = "0270-2592",

number = "4",

}

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T1 - FILTER RULE TESTS OF THE ECONOMIC SIGNIFICANCE OF SERIAL DEPENDENCIES IN DAILY STOCK RETURNS

AU - Corrado, Charles J.

AU - Lee, Suk‐Hun ‐H

PY - 1992

Y1 - 1992

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U2 - 10.1111/j.1475-6803.1992.tb00119.x

DO - 10.1111/j.1475-6803.1992.tb00119.x

M3 - Article

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SN - 0270-2592

VL - 15

SP - 369

EP - 387

JO - Journal of Financial Research

JF - Journal of Financial Research

IS - 4

ER -