The covariance-factor structure of daily returns in a thinly traded stock market

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Original language	English
Journal	Journal of Multinational Financial Management
Volume	7
Issue number	2
Publication status	Published - 1997
MoE publication type	A1 Journal article-refereed

Cite this

@article{f8641f369ec6409ab95adcdbb97cc7e3,

title = "The covariance-factor structure of daily returns in a thinly traded stock market",

author = "J-P. Kallunki and T. Martikainen",

year = "1997",

language = "English",

volume = "7",

journal = "Journal of Multinational Financial Management",

issn = "1042-444X",

publisher = "Elsevier",

number = "2",

}