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Applied Economics Letters Volume 2, 1995 - Issue 10
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Original Articles

Autocorrelations, returns and Australian financial futures

Robert D. Brooks Department of Economics and Finance, Royal Melbourne Institute of Technology, GPO Box 2476V, Melbourne Victoria, 3001, Australia
&
Paul S. Michaelides Department of Economics and Finance, Royal Melbourne Institute of Technology, GPO Box 2476V, Melbourne Victoria, 3001, Australia
Pages 323-326 | Received 22 May 1995, Published online: 02 Nov 2006

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Alpana Trivedi$suffix/text()$suffix/text() & Robert D. Brooks. (1999) Autocorrelations, returns and Australian stock indices. Applied Economics Letters 6:9, pages 581-584.
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Vanitha Ragunathan & Albert Peker. (1997) Price variability, trading volume and market depth: evidence from the Australian futures market. Applied Financial Economics 7:5, pages 447-454.
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Articles from other publishers (1)

Michael D. McKenzie. (1999) Power transformation and forecasting the magnitude of exchange rate changes. International Journal of Forecasting 15:1, pages 49-55.
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