Asymmetric correlations in equity returns: A fundamental-based explanation

Applied Financial Economics

Volumn 21, Issue 6, 2011, Pages 389-399

  Ding, Liang ^a   Miyake, Hiroyoki ^b   Zou, Hao ^c  

^a MACALESTER COLLEGE   (United States)

^b MCKINSEY AND COMPANY   (United States)

^c FEDERAL RESERVE BANK OF CHICAGO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ASYMMETRY; CORRELATION; MARKET CONDITIONS; RISK FACTOR; STOCK MARKET;

EID: 79951977692     PISSN: 09603107     EISSN: 14664305     Source Type: Journal    
DOI: 10.1080/09603107.2010.532106     Document Type: Article

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