Price-based return comovement

Journal of Financial Economics

Volumn 93, Issue 1, 2009, Pages 37-50

  Green, T Clifton ^a   Hwang, Byoung Hyoun ^b  

^a EMORY UNIVERSITY   (United States)

^b PURDUE UNIVERSITY   (United States)

Author keywords

Comovement; Price

Indexed keywords

EID: 67449104660     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2008.09.002     Document Type: Article

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