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Feedback Traders and Stock Return Autocorrelations

Evidence from a Century of Daily Data

Bibliographic Data

ID9714265
AuthorsEnrique Sentana (0000-0003-2328-909X, London School of Economics and Political Science), Sushil Wadhwani (London School of Economics and Political Science)
Year1992
Volume102
Issue411
Pages415
Publication date1992-03-01
Peer ReviewedYes
Open AccessNo
TypeARTICLE
VenueThe Economic Journal (JOURNAL)
Journal identifiersISSN: 0013-0133 • E-ISSN: 1468-0297
PublisherOxford University Press (OUP) (PUBLISHER)
DOI10.2307/2234525
OpenAlexW2003179717
LanguageEN
Citations received3
References cited3

Journal Article Feedback Traders and Stock Return Autocorrelations: Evidence from a Century of Daily Data Get access Enrique Sentana, Enrique Sentana London School of Economics Search for other works by this author on: Oxford Academic Google Scholar Sushil Wadhwani Sushil Wadhwani London School of Economics Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 102, Issue 411, 1 March 1992, Pages 415–425, https://doi.org/10.2307/2234525 Published: 01 March 1992 Article history Accepted: 01 August 1991 Published: 01 March 1992

Archaeology · Economics · Stock (firearms · Financial Markets and Investment Strategies · Financial Risk and Volatility Modeling · History · Monetary Policy and Economic Impact

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    Open Access•Vanessa Hull, Mao-Ning Tuanmu et al.•Conservation Ecology•2015

  • Feedback Trading

    Open Access•Phil Holmes•Wiley Encyclopedia of Management•2015

  • ARCH modeling in finance

    Open Access•Tim Bollerslev, Ray Yeutien Chou et al.•Journal of Econometrics•1992

  • Conditional Heteroskedasticity in Asset Returns

    Daniel B Nelson•Econometrica•1991

  • Estimating Time Varying Risk Premia in the Term Structure

    Robert F Engle, David M Lilien et al.•Econometrica•1987

Unique citing works3
Citations per year0,09
Citation span1992 - 2015 (24)
Citation velocityhistorical
Highly citedNo
Citation typesNeutral: 2

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