Korean J Financ Stud Search

CLOSE


Korean Journal of Financial Studies 2005;34(2):33-77.
Published online May 31, 2005.
Positive Autocorrelation of Portfolio Returns in the Korean Stock Markets: Nonsynchronous Trading Effect vs. Partial Price Adjustment
Jong Ho Park, Kyong Shik Eom
한국주식시장에서 포트폴리오 수익률의 양의 1차 자기상관
박종호, 엄경식
Key Words: 부분가격조정가설,비동시성 거래효과,시장미시구조,양(+)의 1차 자기상관,포트폴리오 수익률,Market microstrucuture,Nonsynchronous trading effect,Partial price adjustment process,Portfolio returns,Positive first-order autocorrelation


ABOUT
BROWSE ARTICLES
EDITORIAL POLICY
FOR CONTRIBUTORS
Editorial Office
6F, Korea Financial Investment Association Building
143, Uisadangdaero, Yeongdeungpo-gu, Seoul 07332, Korea
Tel: +82-2-783-2615    Fax: +82-2-783-6539    E-mail: office@e-kjfs.org                

Copyright © 2022 by Korean Securities Association.

Developed in M2PI

Close layer
prev next