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 ...
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, ...
In a new publication from Opto-Electronic Advances; DOI 10.29026/oea.2022.210045, researchers from the National University of Singapore, Singapore, discuss confocal laser speckle autocorrelation ...