Lead-lag effects in the mean and variance of returns of size-sorted UK equity portfolios

✍ Scribed by Angelos Kanas

• Publisher: Springer-Verlag
• Year: 2004
• Tongue: English
• Weight: 282 KB
• Volume: 29
• Category: Article
• ISSN: 0377-7332
• DOI: 10.1007/s00181-004-0199-3