Portfolio Serial Correlation and Nonsynchronous Trading
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.
Volume (Year): 20 (1985)
Issue (Month): 04 (December)
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- Yu, Chih-Hsien & Wu, Chunchi, 2001. "Economic sources of asymmetric cross-correlation among stock returns," International Review of Economics & Finance, Elsevier, vol. 10(1), pages 19-40.
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