Feedback Traders and Stock Return Autocorrelations: Evidence from a Century of Daily Data

Abstract

Journal Article Feedback Traders and Stock Return Autocorrelations: Evidence from a Century of Daily Data Get access Enrique Sentana, Enrique Sentana London School of Economics Search for other works by this author on: Oxford Academic Google Scholar Sushil Wadhwani Sushil Wadhwani London School of Economics Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 102, Issue 411, 1 March 1992, Pages 415–425, https://doi.org/10.2307/2234525 Published: 01 March 1992 Article history Accepted: 01 August 1991 Published: 01 March 1992