Average correlation and stock market returns

Journal of Financial Economics

Volumn 96, Issue 3, 2010, Pages 364-380

  Pollet, Joshua M ^a   Wilson, Mungo ^b  

^a MICHIGAN STATE UNIVERSITY   (United States)

^b UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

Correlation; Roll critique

Indexed keywords

EID: 77952844456     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2010.02.011     Document Type: Article

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