On the Specification of Duration Between Price Changes and the Predictability of High Frequency Returns: An Application to the French CAC 40

F. Hamelink

Research output: Book/Report › Report

Name	Working Paper
No.	CR647/1998

Cite this

TY - BOOK

T1 - On the Specification of Duration Between Price Changes and the Predictability of High Frequency Returns

T2 - An Application to the French CAC 40

AU - Hamelink, F.

PY - 1998

Y1 - 1998

M3 - Report

T3 - Working Paper

BT - On the Specification of Duration Between Price Changes and the Predictability of High Frequency Returns

PB - Groupe HEC

CY - Paris

ER -