The size effect and the random walk hypothesis : evidence from the London stock exchange using Markov chains
T. C. Mills and J. V. Jordanov
| Year of publication: |
2003
|
|---|---|
| Authors: | Mills, Terence C. ; Jordanov, J. V. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 13.2003, 11, p. 807-815
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| Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Betriebsgröße | Firm size | Markov-Kette | Markov chain | Schätzung | Estimation | Theorie | Theory | Großbritannien | United Kingdom | Autokorrelation | Autocorrelation | 1985-1995 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001804430