Journal Article

Incomplete Information, Trading Costs, and Cross-Autocorrelations in Stock Returns

Economic Notes
Author(s)

Bhaskaran Swaminathan

Tarun Chordia

Date Published: 2004
Citations: Swaminathan, Bhaskaran, Tarun Chordia. 2004. Incomplete Information, Trading Costs, and Cross-Autocorrelations in Stock Returns. Economic Notes.