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| Author: | Martikainen, T. Perttunen, J. Puttonen, V. |
| Title: | The lead-lag effect between large and small firms: evidence from Finland |
| Journal: | Journal of Business Finance and Accounting
1995 : APR, VOL. 22:3, p. 449-454 |
| Index terms: | FINANCE MANAGEMENT FINLAND |
| Language: | eng |
| Abstract: | This note investigates the dynamic linkages between stock prices ased on market value-ranked portfolios by using data from a small stock market, i.e. in Helsinki Stock Exchange in Finland. The results support the recent US findings that the returns of large firms lead the returns of small firms rather than vice versa in the short run. |
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