A cointegration approach to the lead-lag effect among size-sorted equity portfolios
Angelos Kanas () and
Georgios Kouretas ()
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Angelos Kanas: Department of Economics, University of Crete, Greece
No 101, Working Papers from University of Crete, Department of Economics
Pages: 35 pages
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Journal Article: A cointegration approach to the lead-lag effect among size-sorted equity portfolios (2005)
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