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

James M. Steeley

Research output: Contribution to journalArticle

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

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