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The Lead‐Lag Effect Between Large And Small Firms: Evidence From Finland

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  • Teppo Martikainen
  • Jukka Perttunen
  • Vesa Puttonen

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  • Teppo Martikainen & Jukka Perttunen & Vesa Puttonen, 1995. "The Lead‐Lag Effect Between Large And Small Firms: Evidence From Finland," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 22(3), pages 449-454, April.
    • Handle: RePEc:bla:jbfnac:v:22:y:1995:i:3:p:449-454
    DOI: 10.1111/j.1468-5957.1995.tb00884.x
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    References listed on IDEAS

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    1. Lo, Andrew W & MacKinlay, A Craig, 1990. "When Are Contrarian Profits Due to Stock Market Overreaction?," The Review of Financial Studies, Society for Financial Studies, vol. 3(2), pages 175-205.
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    1. Teppo Martikainen & Jukka Perttunen & Vesa Puttonen, 1995. "On The Dynamics Of Stock Index Futures And Individual Stock Returns," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 22(1), pages 87-100, January.

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