Behavioralize this!
Subtitle: international evidence on autocorrelation patterns of stock index and features [i.e. futures] return[s]
By: Dong-Hyun Ahn ... [et al.].
Contributors: Ahn, Dong-hyun.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 7214; Working paper series (National Bureau of Economic Research) -- working paper no. 7214.
Publisher: National Bureau of Economic Research
Published: 1999
Place of publication: Cambridge, MA
Language: eng
Number of pages: 39
Subjects: Stock index futures -- Prices.; Autocorrelation (Statistics)
Other titles: International evidence on autocorrelation patterns of stock index and futures returns
Notes: "July 1999."

JEL no. G00.

Caption title above abstract: Behavioralize this! International evidence on autocorrelation patterns of stock index and futures returns.

Includes bibliographical references (p. 23-25)

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