Return and volatility spillovers between large and small stocks in the UK

Research output: Contribution to journal › Article (Academic Journal) › peer-review

39 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	1556-1571
Number of pages	16
Journal	Journal of Business Finance and Accounting
Volume	33
Issue number	9-10
Publication status	Published - 2006

Handle.net

@article{f1cec2c6a63f4fc0a6f755104f2afa0b,

title = "Return and volatility spillovers between large and small stocks in the UK",

author = "Harris, \{Richard DF\} and Anirut Pisedtasalasai",

year = "2006",

language = "Undefined/Unknown",

volume = "33",

pages = "1556--1571",

journal = "Journal of Business Finance and Accounting",

issn = "0306-686X",

publisher = "Wiley-Blackwell",

number = "9-10",

}