Nonsynchronous Security Trading and Market Index Autocorrelation

• 1 March 1987
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 42  (1) , 111-118
• https://doi.org/10.2307/2328422

Abstract

Keywords

• SECURITY TRADING
• NONSYNCHRONOUS SECURITY
• TRADING AND MARKET
• MARKET INDEX AUTOCORRELATION