Return or stock price differences
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DOI: 10.1016/S0378-4371(02)01198-6
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- Jaume Masoliver & Miquel Montero & Josep Perello, 2001. "Return or stock price differences," Papers cond-mat/0111529, arXiv.org.
References listed on IDEAS
- Lamoureux, Christopher G & Zhou, Guofu, 1996. "Temporary Components of Stock Returns: What Do the Data Tell Us?," The Review of Financial Studies, Society for Financial Studies, vol. 9(4), pages 1033-1059.
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