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 | |
Publication status | Published - 1998 |
Keywords
- persistence
- variance ratio
- portfolio diversification
Cite this
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Differences in persistence in aggregated and disaggregated UK stock returns : a reconciliation. / Steeley, James M.
In: Journal of Business Fnance and Accounting, Vol. 25, No. 3-4 April/May, 1998, p. 387-399.Research output: Contribution to journal › Article
TY - JOUR
T1 - Differences in persistence in aggregated and disaggregated UK stock returns
T2 - a reconciliation
AU - Steeley, James M.
PY - 1998
Y1 - 1998
KW - persistence
KW - variance ratio
KW - portfolio diversification
UR - https://onlinelibrary.wiley.com/doi/abs/10.1111/1468-5957.00193
U2 - 10.1111/1468-5957.00193
DO - 10.1111/1468-5957.00193
M3 - Article
VL - 25
SP - 387
EP - 399
JO - Journal of Business Fnance and Accounting
JF - Journal of Business Fnance and Accounting
SN - 0306-686X
IS - 3-4 April/May
ER -