Oil sensitivity and systematic risk in oil-sensitive stock indices

Journal of Economics and Business

Volumn 57, Issue 1, 2005, Pages 1-21

  Hammoudeh, Shawkat ^a   Li, Huimin ^b  

^a DREXEL UNIVERSITY   (United States)

^b WEST CHESTER UNIVERSITY   (United States)

Author keywords

Oil sensitivity; Risk and returns; Stock returns

Indexed keywords

EID: 11244342422     PISSN: 01486195     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconbus.2004.08.002     Document Type: Article

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