Trading patterns and excess comovement of stock returns

Financial Analysts Journal

Volumn 63, Issue 5, 2007, Pages 69-81

  Greenwood, Robin M ^a   Sosner, Nathan ^b  

^a HARVARD BUSINESS SCHOOL   (United States)

^b AQR Capital Management LLC   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 35348993277     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v63.n5.4841     Document Type: Article

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