Communication, excess comovement and factor structures
Year of publication: |
2013
|
---|---|
Authors: | Yang, Baozhong |
Published in: |
Journal of business finance & accounting : JBFA. - Hudson, NY : John Wiley & Sons Ltd, ISSN 0306-686X, ZDB-ID 192962-8. - Vol. 40.2013, 9/10, p. 1304-1325
|
Subject: | communication | excess comovement | factor structure |
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