Keywords: Serial correlation
Close
Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Articles
Chinese Management Studies (2017) 11 (3): 387–414.
Published: 07 August 2017
... on the current (i.e. t = 0) and lagged returns (i.e. t = −1, −2, −3, … etc.), which is similar to the lagged model applied by Bollen and Pool (2008) : Hedge funds Performance smoothing Serial correlation In the fields of finance and economics, we rely on theories...

or Create an Account

Close Modal
Close Modal