The size effect and the random walk hypothesis: evidence from the London Stock Exchange using Markov Chains-Reference-Cited by-同舟云学术

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The size effect and the random walk hypothesis: evidence from the London Stock Exchange using Markov Chains

Published:2003-11 Issue:11 Volume:13 Page:807-815
ISSN:0960-3107
Container-title:Applied Financial Economics
language:en
Short-container-title:Applied Financial Economics

Author:

Mills T.C.,Jordanov J.V.

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Link

http://www.tandfonline.com/doi/pdf/10.1080/0960310032000116224

Reference24 articles.

1. FIRM SIZE, MONTHLY SEASONALITIES AND TAX-LOSS SELLING: FURTHER EVIDENCE FROM THE UK

2. Risk measurement when shares are subject to infrequent trading

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1. Hisse Senedi Fiyatlarının Markov Zincirleri ile Analizi: BIST 100 Şirketleri Üzerine Bir Uygulama;Giresun Üniversitesi İktisadi ve İdari Bilimler Dergisi;2020-12-19

2. The Profitability in the FTSE 100 Index: A New Markov Chain Approach;Asia-Pacific Financial Markets;2019-09-10

3. Month of the year and pre-holiday effects in African stock markets;South African Journal of Economic and Management Sciences;2013-02-26

4. Stock selection using data envelopment analysis;Industrial Management & Data Systems;2008-10-31

5. Is There a Size Effect in the Pricing of Stocks in the Chinese Stock Markets?: The Case of Bull Versus Bear Markets;Asia-Pacific Financial Markets;2008-06

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