Jun He
Post
Research
Note
Data
Bergen
π
Timothy S. Mech
β Papers reviewed on this blog
[1993 JFE]
ι¨εζζζ―ιζΊηοΌζ΄δ½ε΄θ½θ’«ι’ζ΅ββδΈζ‘©η»εθͺηΈε ³ηζ¬ζ‘
Portfolio Return Autocorrelation
Sep 1993