A cointegration approach to the lead-lag effect among size-sorted equity portfolios
| Year of publication: |
2001-09
|
|---|---|
| Authors: | Kanas, Angelos ; Kouretas, George |
| Institutions: | Department of Economics, University of Crete |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Number 0101 35 pages |
| Source: |
Persistent link: https://www.econbiz.de/10004994327