Showing 1 - 10 of 229
Persistent link: https://www.econbiz.de/10003785795
Persistent link: https://www.econbiz.de/10009487130
Using newly-constructed data covering the last decade, we document that, in most of forty markets, when added to the main index, firms' returns experience an increase in comovement with the rest of the index, reflected in higher beta and greater explanatory power of the market return. Stock...
Persistent link: https://www.econbiz.de/10013128776
Using newly-constructed data covering the last decade, we document that, in most of forty markets, when added to the main index, firms’ returns experience an increase in comovement with the rest of the index, reflected in higher beta and greater explanatory power of the market return. Stock...
Persistent link: https://www.econbiz.de/10014402208
Persistent link: https://www.econbiz.de/10011696571
Persistent link: https://www.econbiz.de/10000138550
Persistent link: https://www.econbiz.de/10003310765
Persistent link: https://www.econbiz.de/10003333094
Persistent link: https://www.econbiz.de/10003334587
Persistent link: https://www.econbiz.de/10003885425