Open AccessWhat Kind of Trading Drives Return Autocorrelation?
Author(s) -
Chun-Kuei Hsieh,
Shingyang Hu
Publication year - 2008
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1362138
Subject(s) - autocorrelation , financial economics , econometrics , business , trading strategy , pairs trade , economics , algorithmic trading , mathematics , statistics , alternative trading system
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