Chelley-Steeley, P and Steeley, J (2014) Porfolio size, non-trading frequency and portfolio return autocorrelation. Journal of International Financial Markets, Institutions and Money, 33. 56 - 77.

J Steeley - Portfolio size, non-trading frequency and portfolio return autocorrelation.pdf - Accepted Version
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Item Type: Article
Uncontrolled Keywords: Portfolio return autocorrelation; Non-trading; Diversification
Subjects: H Social Sciences > HB Economic Theory
Divisions: Faculty of Humanities and Social Sciences > Keele Management School
Depositing User: Symplectic
Date Deposited: 14 Jun 2017 15:32
Last Modified: 14 Jun 2017 15:32

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