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

James M. Steeley

Research output: Contribution to journal › Article

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

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",

}

TY - JOUR

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

T2 - a reconciliation

AU - Steeley, James M.

PY - 1998

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KW - persistence

KW - variance ratio

KW - portfolio diversification

UR - https://onlinelibrary.wiley.com/doi/abs/10.1111/1468-5957.00193

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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

ER -