A cointegration approach to the lead-lag effect among size-sorted equity portfolios
Year of publication: |
2005
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Authors: | Kanas, Angelos ; Kouretas, Georgios P. |
Published in: |
International Review of Economics & Finance. - Elsevier, ISSN 1059-0560. - Vol. 14.2005, 2, p. 181-201
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Publisher: |
Elsevier |
Saved in:
Online Resource
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