Title of article
Predictability of short-horizon returns in international equity markets
Author/Authors
Dilip K. Patro، نويسنده , , Yangru Wu، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2004
Pages
32
From page
553
To page
584
Keywords
International equity markets , predictability , Variance ratio , Momentum strategies
Journal title
Journal of Empirical Finance
Serial Year
2004
Journal title
Journal of Empirical Finance
Record number
130779
Link To Document