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Serial correlation in the returns of UK capitalization based portfolios
Chelley-Steeley, Patricia L. - In: Applied financial economics 14 (2004) 13, pp. 975-979
Persistent link: https://www.econbiz.de/10002195494
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The leverage effect in the UK stock market
Chelley-Steeley, Patricia L.; Steeley, James M. - In: Applied financial economics 15 (2005) 6, pp. 409-423
Persistent link: https://www.econbiz.de/10002708209