The impact of the return interval on common factors in stock returns: Evidence from a thin security market
Teppo Martikainen,
Jukka Perttunen,
Paavo Yli-Olli and
A. Gunasekaran
Journal of Banking & Finance, 1994, vol. 18, issue 4, 659-672
Date: 1994
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jbfina:v:18:y:1994:i:4:p:659-672
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