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

James M. Steeley

doi:10.1111/1468-5957.00193

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

James M. Steeley

Accounting

Research output: Contribution to journal › Article › peer-review

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

Keywords

persistence
variance ratio
portfolio diversification

Access to Document

10.1111/1468-5957.00193

Cite this

@article{ba15e8561a534e00b431f2889bc05fba,

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

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

SN - 0306-686X

VL - 25

SP - 387

EP - 399

JO - Journal of Business Fnance and Accounting

JF - Journal of Business Fnance and Accounting

IS - 3-4 April/May

ER -

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

Keywords

Access to Document

Other files and links

Cite this