Download or read book Short-Term Predictability of German Stock Returns written by Walter Kraemer and published by . This book was released on 1998 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper investigates short-horizon individual stock returns; it exhibits statistically and economically significant autocorrelations, which for stock returns have so far been established mainly over long horizons, also for certain daily data, in particular between monday returns and various linear combinations of the previous week's returns.