The Determinants of Conditional Autocorrelation in Stock Returns
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- Henryk GURGUL & Tomasz WÓJTOWICZ, 2006. "Long Memory on the German Stock Exchange," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(09-10), pages 447-468, September.
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- Henryk Gurgul & Pawel Majdosz, 2006. "The impact of institutional investors on risk and stock return autocorrelation in the context of the polish pension reform," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 2, pages 5-30.
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