A Tale of Three Schools: Insights on Autocorrelations of Short-Horizon Stock Returns

Journal Article A tale of three schools: insights on autocorrelations of short-horizon stock returns Get access J Boudoukh, J Boudoukh Search for other works by this author on: Oxford Academic Google Scholar MP Richardson, MP Richardson Search for other works by this author on: Oxford Academic Google Scholar RE Whitelaw RE Whitelaw Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 7, Issue 3, July 1994, Pages 539–573, https://doi.org/10.1093/rfs/7.3.539 Published: 01 July 1994