Differences in persistence in aggregated and disaggregated UK stock returns: a reconciliation

James M. Steeley

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	387-399
Number of pages	13
Journal	Journal of Business Fnance and Accounting
Volume	25
Issue number	3-4 April/May
DOIs	https://doi.org/10.1111/1468-5957.00193
Publication status	Published - 1998

Keywords

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T1 - Differences in persistence in aggregated and disaggregated UK stock returns

T2 - a reconciliation

AU - Steeley, James M.

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KW - variance ratio

KW - portfolio diversification

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JF - Journal of Business Fnance and Accounting

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IS - 3-4 April/May

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