Title of article :
The temporal relationship between large- and small-capitalization stock returns:: Evidence from the UK
Author/Authors :
Terrance Grieb، نويسنده , , Mario G. Reyes، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
Pages :
10
From page :
109
To page :
118
Keywords :
Information transmission , Bivariate Logistic EGARCH , Correlation
Journal title :
Review of Financial Economics
Serial Year :
2002
Journal title :
Review of Financial Economics
Record number :
231238
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=231238
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