The small firm effect and the random walk hypothesis : evidence from the London Stock Exchange using Markov chains

Terence C. Mills and Jordan Jordanov

Year of publication:	1999
Authors:	Mills, Terence C. ; Jordanov, Jordan
Publisher:	Loughborough, Leics.
Subject:	Portfolio-Management \| Portfolio selection \| Kapitaleinkommen \| Capital income \| Betriebsgröße \| Firm size \| Markov-Kette \| Markov chain \| Theorie \| Theory \| Autokorrelation \| Autocorrelation \| Schätzung \| Estimation \| Großbritannien \| United Kingdom \| 1985-1995

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10001428365

A service of the