Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 1 of 1 for “"intra-day serial correlation"”.
-
The Nonlinear Behavior of Stock Prices: The Impact of Firm Size, Seasonality, and Trading Frequency
… stock price changes requires security returns' correlation with, or dependence upon, some variable(s) across time. Since a security's past return is commonly employed in forecasting, and because the lack of lower-order correlation does not guarantee higher-order independence, nonlinear testing …