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Liquidity and autocorrelations in individual stock returns
Doron Avramov
*
, Tarun Chordia
, Amit Goyal
*
Corresponding author for this work
Research output
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Article
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peer-review
268
Scopus citations
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Keyphrases
Autocorrelation
100%
Liquidity
100%
Individual Stock Returns
100%
Contrarian Trading Strategies
100%
Transaction Costs
50%
Paper Documents
50%
Stock Illiquidity
50%
High Turnover
50%
Trading Volume
50%
Short-term Reversal
50%
Rational Equilibrium
50%
Price Pressure
50%
Efficient Market Hypothesis
50%
Equilibrium Paradigm
50%
Economics, Econometrics and Finance
Transaction Costs
100%
Capital Market Returns
100%
Efficient Market Hypothesis
100%
Trading Volume
100%
Immediacy
100%
Price
100%