Indexing and Stock Market Serial Dependence Around the World

^*Corresponding author for this work

Research output: Contribution to journal › Article › Academic › peer-review

18 Citations (Scopus)

Original language	English
Pages (from-to)	26-48
Number of pages	23
Journal	Journal of Financial Economics
Volume	132
Issue number	1
DOIs	https://doi.org/10.1016/j.jfineco.2018.07.016
Publication status	Published - 26 Oct 2018

Access to Document

@article{55de30bc9a2f47bdbc878322493339eb,

title = "Indexing and Stock Market Serial Dependence Around the World",

author = "Guido Baltussen and Sjoerd Bekkum and Z Da",

year = "2018",

month = oct,

day = "26",

doi = "10.1016/j.jfineco.2018.07.016",

language = "English",

volume = "132",

pages = "26--48",

journal = "Journal of Financial Economics",

issn = "0304-405X",

publisher = "Elsevier",

number = "1",

}