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

Cite this

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title = "Differences in persistence in aggregated and disaggregated UK stock returns: a reconciliation",
keywords = "persistence , variance ratio, portfolio diversification",
author = "Steeley, {James M.}",
year = "1998",
doi = "10.1111/1468-5957.00193",
language = "English",
volume = "25",
pages = "387--399",
journal = "Journal of Business Fnance and Accounting",
issn = "0306-686X",
publisher = "Wiley-Blackwell",
number = "3-4 April/May",

}

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 journalArticle

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 -