Company news affects the way in which a stock’s returns co-move with those of other firms
Verardo, M.
& Patton, A. J.
(2016).
Company news affects the way in which a stock’s returns co-move with those of other firms.
& Patton, A. J.
(2016).
Company news affects the way in which a stock’s returns co-move with those of other firms.
The degree of co-movement signals the stock’s systematic risk, write Michela Verardo and Andrew Patton