Dynamics of Intraday Serial Correlation in China s Stock Market

Tao Bi, Bo Zhang, Rong Xu. Dynamics of Intraday Serial Correlation in China s Stock Market. Communications in Statistics - Simulation and Computation, 40(10):1637-1650, 2011. [doi]

@article{BiZX11,
  title = {Dynamics of Intraday Serial Correlation in China s Stock Market},
  author = {Tao Bi and Bo Zhang and Rong Xu},
  year = {2011},
  doi = {10.1080/03610918.2011.589730},
  url = {http://dx.doi.org/10.1080/03610918.2011.589730},
  researchr = {https://researchr.org/publication/BiZX11},
  cites = {0},
  citedby = {0},
  journal = {Communications in Statistics - Simulation and Computation},
  volume = {40},
  number = {10},
  pages = {1637-1650},
}