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

James M. Steeley

Research output: Contribution to journal › Article

Original languageEnglish
Pages (from-to)387-399
Number of pages13
JournalJournal of Business Fnance and Accounting
Volume25
Issue number3-4 April/May
DOIs
Publication statusPublished - 1998

Keywords

  • persistence
  • variance ratio
  • portfolio diversification

Cite this

Steeley, James M. / Differences in persistence in aggregated and disaggregated UK stock returns : a reconciliation. In: Journal of Business Fnance and Accounting. 1998 ; Vol. 25, No. 3-4 April/May. pp. 387-399.
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Steeley, JM 1998, 'Differences in persistence in aggregated and disaggregated UK stock returns: a reconciliation', Journal of Business Fnance and Accounting, vol. 25, no. 3-4 April/May, pp. 387-399. https://doi.org/10.1111/1468-5957.00193

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

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KW - variance ratio

KW - portfolio diversification

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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

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Steeley JM. Differences in persistence in aggregated and disaggregated UK stock returns: a reconciliation. Journal of Business Fnance and Accounting. 1998;25(3-4 April/May):387-399. https://doi.org/10.1111/1468-5957.00193

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