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Lead-lag
effects
in the mean and variance of returns of size-sorted UK equity portfolios
Kanas, Angelos
- In:
Empirical Economics
29
(
2004
)
3
,
pp. 575-592
We test for
lead-lag
effects
in the mean and variance among size-sorted portfolios for the UK stock market. We …
Persistent link: https://www.econbiz.de/10005612960
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