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~institution:"EconWPA"
~isPartOf:"Finance"
~person:"Altay, Erdinc"
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Asymmetric reaction
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German stock market
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Turkish stock market
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Altay, Erdinc
LOS, CORNELIS A.
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Rubio, Fernando
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Cross-Autocorrelation between Small and Large Cap Portfolios in the German and Turkish Stock Markets
Altay, Erdinc
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EconWPA
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2003
This paper
studies
the cross-autocorrelation structure in the German and Turkish stock markets by using daily portfolio …
Persistent link: https://www.econbiz.de/10005413132
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