Location and excess comovement
Year of publication: |
June 2016
|
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Authors: | Kaul, Aditya ; Mehrotra, Vikas C. ; Stefanescu, Carmen |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 37.2016, p. 293-308
|
Subject: | Excess comovement | Correlated trades | Korrelation | Correlation | Theorie | Theory | Aktienmarkt | Stock market | Schätzung | Estimation |
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