Individual equity return data from Thomson datastream: Handle with care!

Journal of Financial Research

Volumn 29, Issue 4, 2006, Pages 463-479

  Ince, Ozgur S ^a   Porter, R Burt ^b  

^a VIRGINIA POLYTECHNIC INSTITUTE AND STATE UNIVERSITY   (United States)

^b IOWA STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33750479532     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.2006.00189.x     Document Type: Article

References (12)

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4. The Euromoney Guide to World Equity Markets, Euromoney Books, London, 2002.
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11. Naranjo, A. and R. Porter, 2005, Cross-country comovement of momentum returns, Working paper, University of Florida.
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