New Trading Practices and Short-run Market Efficiency
收藏NBER1990-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w3498
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资源简介：
We document a large decrease in autocorrelation and increase in variance of recent short-run returns on several broad stock market indexes, over the 1983-89 period, 15-minute returns went from being highly positively serially correlated to practically uncorrelated. Over the past twenty years, daily
提供机构：
美国国家经济研究局
创建时间：
1990-10-01
