Correlations of the stock returns (%).

Figshare2022-09-13 更新2026-04-28 收录

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Correlations of the stock returns (%).

创建时间：

2022-09-13

Trading Volume and Serial Correlation in Stock Returns

This paper investigates the relationship between stock market trading volume and the autocorrelations of daily stock index returns. The paper finds that stock return autocorrelations tend to decline w

NBER1992-10-01 更新20

Correlations between microblog sentiments and the stock return.

Figshare2017-07-03 更新00

Why Are Stock Market Returns Correlated with Future Economic Activity?

Stock price, because it is a forward-looking variable, forecasts economic activities. An unexpected increase in stock price reflects that (1) future dividend growth is higher and/or (2) future discoun

ICPSR2002-01-01 更新20

Firm-level stock returns exhibit comovement above that in fundamentals, and the gap tends to be higher in developing countries. We investigate whether correlated beliefs among sophisticated, but imper

NBER2015-08-01 更新10

Correlations between microblog sentiments and the stock return.

NIAID Data Ecosystem20