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The impact of the return interval on common factors in stock returns: Evidence from a thin security market

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  • Martikainen, Teppo
  • Perttunen, Jukka
  • Yli-Olli, Paavo
  • Gunasekaran, A.

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  • Martikainen, Teppo & Perttunen, Jukka & Yli-Olli, Paavo & Gunasekaran, A., 1994. "The impact of the return interval on common factors in stock returns: Evidence from a thin security market," Journal of Banking & Finance, Elsevier, vol. 18(4), pages 659-672, September.
    • Handle: RePEc:eee:jbfina:v:18:y:1994:i:4:p:659-672
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    Cited by:

    1. Apopo, Natalay & Phiri, Andrew, 2019. "On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?," MPRA Paper 94712, University Library of Munich, Germany.
    2. Chun-Hao Chang & Brice Dupoyet & Arun Prakash, 2008. "Effect of intervalling and skewness on portfolio selection in developed and developing markets," Applied Financial Economics, Taylor & Francis Journals, vol. 18(21), pages 1697-1707.

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