TIME-VARIANCE RELATIONSHIP - EVIDENCE ON AUTOCORRELATION IN COMMON STOCK RETURNS

被引：29

作者：

SCHWARTZ, RA

WHITCOMB, DK

机构：

[1] NYU,GRAD SCH BUSINESS ADM,NEW YORK,NY 10003

[2] RUTGERS STATE UNIV,GRAD SCH BUSINESS ADM,NEW BRUNSWICK,NJ 08903

来源：

关键词：

D O I：

10.2307/2326901

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：41 / 55

页数：15

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