A closer look at co-movements among stock returns

Journal of Economics and Business

Volumn 61, Issue 4, 2009, Pages 279-294

  Zebedee, Allan A ^a   Kasch Haroutounian, Maria ^b  

^a CLARKSON UNIVERSITY   (United States)

^b UNIVERSITY OF BONN   (Germany)

Author keywords

Lead lag models and pairs trading; Price dynamics; Pseudo error correction models

Indexed keywords

EID: 67349214400     PISSN: 01486195     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconbus.2008.11.001     Document Type: Article

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