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Volume and autocovariance in short-horizon stock returns: Evidence from 1992 to 1998 in Chile

International Review of Financial Analysis, 10(3): 275--285, 2001.
Authors: Franco Parisi and Carlos Acevedo
URL: http://www.sciencedirect.com/science/article/B6W4W-44CVVNR-5/1/bb7cfc2894521f39d565eb06b666cdc7
Tags: Contrarian strategy trading
| URL | BibTeX  
@article{Parisi2001,
title = {Volume and autocovariance in short-horizon stock returns: Evidence from 1992 to 1998 in Chile},
author = {Franco Parisi and Carlos Acevedo},
journal = {International Review of Financial Analysis},
month = {00},
number = {3},
pages = {275--285},
url = {http://www.sciencedirect.com/science/article/B6W4W-44CVVNR-5/1/bb7cfc2894521f39d565eb06b666cdc7},
volume = {10},
year = {2001},
keywords = {Contrarian strategy trading }
}