The temporal relationship between large- and small-capitalization stock returns : evidence from the UK
Terrance Grieb; Mario G. Reyes
| Year of publication: |
2002
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|---|---|
| Authors: | Grieb, Terrance ; Reyes, Mario Gabriel Carpio |
| Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 11.2002, 2, p. 109-118
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| Subject: | Aktienindex | Stock index | Informationsverbreitung | Information dissemination | ARCH-Modell | ARCH model | Großbritannien | United Kingdom | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Review of financial economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001720459