Work

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

Year: 2003

Type: article

Source: Applied Financial Economics

DOI: 10.1080/0960310032000116224

Authors: T.C. Mills, J.V. Jordanov

Institution: Loughborough University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2040061549

FWCI: 1.601

Cites: 23

Cited by: 17

Related to: 10