Journal of Banking & Finance Vol. 15 No. 1 1991

Autocorrelation of daily index returns: intraday-to-intraday versus close-to-close intervals

Thomas H. McInish; R.J.K. Wood

University of Memphis

DOI

10.1016/0378-4266(91)90046-o

Volume

15

Issue

1

Pages

193-206

Language

en

Sources

openalex crossref semanticscholar

Cite

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