Paper by Wenjun Xue (joint with Pawan Jain) titled "Global Investigation of Return Autocorrelation and its Determinants" has been accepted for publication in Pacific-Basin Finance Journal.
The working paper version is available here.
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Paper by Wenjun Xue (joint with Pawan Jain) titled "Global Investigation of Return Autocorrelation and its Determinants" has been accepted for publication in Pacific-Basin Finance Journal.
The working paper version is available here.
Department of Economics: ARCHIVE SITE