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Stock returns autocorrelation when the order-arrival process is the result of positive feedback trading

Peter G. Dunne

Publication Data

Title Stock returns autocorrelation when the order-arrival process is the result of positive feedback trading
Author Peter G. Dunne
Contributor
Publisher Accounting and Finance Division, School of Finance and Information, Queen's University of Belfast
Publication date 1993
Publication location Belfast
Language English

Topics

Stock exchanges :: Mathematical models

Catalogue Data

OBNB ID GB9639120
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 32p.
P1042 Bibliog.

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Stock returns autocorrelation when the order-arrival process is the result of positive feedback trading by Peter G. Dunne. Published by Accounting and Finance Division, School of Finance and Information, Queen's University of Belfast in 1993. Publication and catalogue information, links to buy online and reader comments.