Autocorrelation, a statistical measure that evaluates the relationship between a variable’s past and present values, can provide insights into patterns and guide investment decisions. By analyzing how ...
The Durbin Watson statistic is a number that tests for autocorrelation in the residuals from a statistical regression analysis.
Two anomalies that generate continuing interest are the weekend effect and the underperformance of IPOs. Perfect and Peterson (1997) find that IPO returns are negative only on Monday and Tuesday, ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible results
Feedback