Comovement after joining an index: Spillovers of nonfundamental effects

Real Estate Economics

Volumn 35, Issue 1, 2007, Pages 57-90

  Ambrose, Brent W ^a   Lee, Dong Wook ^b   Peek, Joe ^c  

^a PENNSYLVANIA STATE UNIVERSITY   (United States)

^b Korea University   (South Korea)

^c UNIVERSITY OF KENTUCKY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33847073380     PISSN: 10808620     EISSN: 15406229     Source Type: Journal    
DOI: 10.1111/j.1540-6229.2007.00182.x     Document Type: Article

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