Journal of Financial and Quantitative Analysis Vol. 15 No. 1 1980
Intertemporal Cross-Dependence in Securities Daily Returns and the Short-Run Intervaling Effect on Systematic Risk
Abstract
Gabriel A. Hawawini, Intertemporal Cross-Dependence in Securities Daily Returns and the Short-Run Intervaling Effect on Systematic Risk, The Journal of Financial and Quantitative Analysis, Vol. 15, No. 1 (Mar., 1980), pp. 139-149
- DOI
- 10.2307/2979023
- Volume
- 15
- Issue
- 1
- Pages
- 139
- Sources
- openalex crossref