Ian Martin (2021). On the Autocorrelation of the Stock Market. Journal of Financial Econometrics, 19 (1), 39–52.
doi: 10.1093/jjfinec/nbaa033
Ian Martin (2021). On the Autocorrelation of the Stock Market. Journal of Financial Econometrics, 19 (1), 39–52.
doi: 10.1093/jjfinec/nbaa033
