Price-based return comovement
Year of publication: |
2009
|
---|---|
Authors: | Green, Tracy Clifton ; Hwang, Byoung-hyoun |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 93.2009, 1, p. 37-50
|
Subject: | Börsenkurs | Share price | CAPM | USA | United States |
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