Industry classifications and return comovement

Financial Analysts Journal

Volumn 63, Issue 6, 2007, Pages 56-70

  Chan, Louis K C ^a   Lakonishok, Josef ^b   Swaminathan, Bhaskaran ^c,d  

^a Department of Finance ^*

^b UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

^c LSV Asset Management   (United States)

^d Department of Obstetrics Gynecology   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 37749023093     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v63.n6.4927     Document Type: Article

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