• 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