Stock index autocorrelation and cross-autocorrelations of size-sorted portfolios in the Japanese market

CiNii Available at 2 libraries

Bibliographic Information

Title
"Stock index autocorrelation and cross-autocorrelations of size-sorted portfolios in the Japanese market"
Statement of Responsibility
Tokuo Iwaisako
Publisher
  • Institute of Economic Research, Hitotsubashi University
Publication Year
  • 2004
Book size
30 cm

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Notes

"January 2004"

Bibliography: p. 16-17

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Details 詳細情報について

  • CRID
    1130000796167260032
  • NII Book ID
    BA65617101
  • Text Lang
    en
  • Country Code
    ja
  • Title Language Code
    en
  • Place of Publication
    • Kunitachi
  • Data Source
    • CiNii Books
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