Market Serial Correlation on a Small Security Market: A Note

Authors

  • TOM BERGLUND,

  • EVA LILJEBLOM

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    • Both authors from Swedish School of Economics and Business Administration, Helsinki, Finland. We are indebted to Prof. Björn Wahlroos for valuable advice. An anonymous referee has been especially helpful to us in developing the ideas presented in this paper. Financial support from the Yrjö Jahnsson Foundation and Neste OY:n Säätiö is gratefully acknowledged.

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