Excess comovement of stock returns: Evidence from cross-sectional variation in Nikkei 225 weights

Review of Financial Studies

Volumn 21, Issue 3, 2008, Pages 1153-1186

  Greenwood, Robin ^a,b  

^a HARVARD BUSINESS SCHOOL   (United States)

^b Baker Library 267   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 44849090940     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhm052     Document Type: Article

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