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