Does the relationship between small and large portfolios' returns confirm the lead-lag effect? Evidence from the Athens Stock Exchange
Anastassios A. Drakos
| Year of publication: |
January 2016
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|---|---|
| Authors: | Drakos, Anastassios A. |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 36.2016, p. 546-561
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| Subject: | Lead-lag effect | Cross correlation | Cointegration | Stock returns predictability | Size-sorted portfolios | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Griechenland | Greece | Korrelation | Correlation | Aktienmarkt | Stock market | Kointegration | Handelsvolumen der Börse | Trading volume | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2015.05.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011594584