dc.contributor.author |
Dimpfl, Thomas |
|
dc.date.accessioned |
2014-05-08T12:22:24Z |
|
dc.date.available |
2014-05-08T12:22:24Z |
|
dc.date.issued |
2012 |
|
dc.identifier.issn |
0927-5398 |
|
dc.identifier.uri |
http://hdl.handle.net/10900/52680 |
|
dc.language.iso |
en |
de_DE |
dc.publisher |
Elsevier Science Bv |
de_DE |
dc.relation.uri |
http://dx.doi.org/10.1016/j.jempfin.2011.12.002 |
de_DE |
dc.rights |
info:eu-repo/semantics/closedAccess |
|
dc.subject.ddc |
050 |
de_DE |
dc.subject.ddc |
330 |
de_DE |
dc.title |
Stock return autocorrelations revisited: A quantile regression approach |
de_DE |
dc.type |
Article |
de_DE |
utue.quellen.id |
20140226071329_03064 |
de_DE |
utue.publikation.seiten |
254-265 |
de_DE |
utue.personen.roh |
Baur, Dirk G. |
|
utue.personen.roh |
Dimpfl, Thomas |
|
utue.personen.roh |
Jung, Robert C. |
|
dcterms.isPartOf.ZSTitelID |
Journal of Empirical Finance |
de_DE |
dcterms.isPartOf.ZS-Issue |
2 |
de_DE |
dcterms.isPartOf.ZS-Volume |
19 |
de_DE |
utue.fakultaet |
06 Wirtschafts- und sozialwissenschaftliche Fakultät |
de_DE |