Mbodja Mougoué

Wayne State University - Finance

328 Prentis Bldg.

5201 Cass Avenue

Detroit, MI 48202

United States

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

1.

Is There a Symmetric Nonlinear Causal Relationship between Large and Small Firms?

Number of pages: 30 Posted: 07 Sep 2004
Bill B. Francis, Delroy M. Hunter and Mbodja Mougoué
University of South Florida - College of Business Administration, University of South Florida and Wayne State University - Finance
Downloads 132 (261,489)

Abstract:

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Granger causality, nonlinear causality, small firms, lead-lag relationship, cross-autocorrelation