Of Shepherds, Sheep, and the Cross-autocorrelations in Equity Returns

Abstract

Journal Article Of Shepherds, Sheep, and the Cross-autocorrelations in Equity Returns Get access S.G. Badrinath, S.G. Badrinath Purdue University Address correspondence to Thomas H. Noe, Department of Finance, Georgia State University, Atlanta, GA 30303. Search for other works by this author on: Oxford Academic Google Scholar Jayant R. Kale, Jayant R. Kale Georgia State University Search for other works by this author on: Oxford Academic Google Scholar Thomas H. Noe Thomas H. Noe Georgia State University Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 8, Issue 2, April 1995, Pages 401–430, https://doi.org/10.1093/rfs/8.2.401 Published: 28 May 2015