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Exploitable cross autocorrelations among iShares

  • Ting Heng Chu
  • , M. Imtiaz Mazumder
  • , Edward M. Miller
  • , Larry J. Prather
  • SUNY Institute of Technology
  • University of New Orleans
  • Southeastern Oklahoma State University

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)293-308
Number of pages16
JournalFinancial Services Review
Volume16
Issue number4
DOIs
StatePublished - Dec 1 2007

ASJC Scopus Subject Areas

  • Accounting
  • Finance
  • Economics, Econometrics and Finance (miscellaneous)

Keywords

  • ETFs
  • iShares
  • Trading rules

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