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A data matrix to investigate independence, overreaction and/or shock persistence in financial data

Roberto Dacco

Publication Data

Title A data matrix to investigate independence, overreaction and/or shock persistence in financial data
Author Roberto Dacco
Contributors S. Satchell, S. Satchell
Publisher Institute for Financial Research, Birkbeck College
Publication date 1997
Publication location London
Language English

Topics

Finance :: Data processing
Independence (Mathematics)

Catalogue Data

OBNB ID GB9877000
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 37 p.
P1042 Includes bibliographical references.

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A data matrix to investigate independence, overreaction and/or shock persistence in financial data by Roberto Dacco. Published by Institute for Financial Research, Birkbeck College in 1997. Publication and catalogue information, links to buy online and reader comments.