Qualitative similarity and stock price comovement
Year of publication: |
June 2018
|
---|---|
Authors: | Box, Travis |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 91.2018, p. 49-69
|
Subject: | Information consumption | Information-driven comovement | Textual analysis | Correlation | Schätzung | Estimation | Börsenkurs | Share price | Korrelation | Aktienmarkt | Stock market | Text |
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