The temporal relationship between large- and small-capitalization stock returns: Evidence from the UK

Review of Financial Economics

Volumn 11, Issue 2, 2002, Pages 109-118

  Grieb, Terrance ^a   Reyes, Mario G ^a  

^a UNIVERSITY OF IDAHO   (United States)

Author keywords

Bivariate Logistic EGARCH; Correlation; Information transmission

Indexed keywords

EID: 0036274170     PISSN: 10583300     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1059-0560(02)00104-1     Document Type: Article

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