five

Comovement

收藏
NBER2002-04-01 更新2025-01-04 收录
下载链接:
https://www.nber.org/papers/w8895
下载链接
链接失效反馈
官方服务:
资源简介:
A number of studies have identifed patterns of positive correlation of returns, or comovement, among different traded securities. We distinguish three views of such comovement. The traditional 'fundamentals' view explains the comovement of securities through positive correlations in the rational
创建时间:
2002-04-01
二维码
社区交流群
二维码
科研交流群
商业服务