The cross-autocorrelation of size-based portfolio returns is not an artifact of portfolio autocorrelation

Journal of Financial Research

Volumn 22, Issue 1, 1999, Pages 1-13

  Richardson, Terry ^a   Peterson, David R ^b  

^a BOWLING GREEN STATE UNIVERSITY   (United States)

^b FLORIDA STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85015682126     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.1999.tb00711.x     Document Type: Article

References (13)

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