Dynamic Autocorrelation of Intraday Stock Returns
Thursday, October 20, 2016 at 3:30 PM–4:45 PM PDT
Parlor B
Lead & Corresponding Author
Prof. Shu Feng, Ph.D., Clark University
Additional Authors
Prof. Leng Ling, Ph.D, Georgia College & State University
Prof. Pingping Song, Ph.D., Georgia Gwinnett College