A Survey on Lead-Lag Effect on Small and Large Size Portfolios in Tehran Stock Exchange
In inefficient markets, returns are not distributed normally and they have serial correlations. It is obvious that the price changes are not independent, so there is a pattern in price changes which help investors to gain unusual benefits. One of the patterns which are concerned with an inefficient...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
Alzahra University
2018-08-01
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| Series: | راهبرد مدیریت مالی |
| Subjects: | |
| Online Access: | http://jfm.alzahra.ac.ir/article_3549_64749851f123c15808a00e70d2de4f63.pdf |