A cointegration approach to the lead-lag effect among size-sorted equity portfolios
Year of publication: |
2005
|
---|---|
Authors: | Kanas, Angelos ; Kouretas, Georgios P. |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 14.2005, 2, p. 181-201
|
Subject: | Portfolio-Management | Portfolio selection | Kointegration | Cointegration | Großbritannien | United Kingdom |
-
Estimating banks' equity duration : a panel cointegration approach
Hatemi-J, Abdulnasser, (2008)
-
Chang, Tsangyao, (2006)
-
Yunus, Nafeesa, (2009)
- More ...
-
Kanas, Angelos, (2007)
-
Black and official exchange rate volatility and foreign exchange controls : evidence from Greece
Kanas, Angelos, (2001)
-
Volatility Spillovers between the Black and Official Markets for Foreign Currency in Greece
Kouretas, Georgios P., (2001)
- More ...