Company news affects the way in which a stock’s returns co-move with those of other firms

Verardo, Michela ORCID: 0009-0002-4241-6584 and Patton, Andrew J. (2016) Company news affects the way in which a stock’s returns co-move with those of other firms. LSE Business Review (10 Mar 2016). Website.

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Abstract

The degree of co-movement signals the stock’s systematic risk, write Michela Verardo and Andrew Patton

Item Type:	Online resource (Website)
Official URL:	http://blogs.lse.ac.uk/businessreview/
Additional Information:	© 2016 The Author(s)
Divisions:	Finance
Subjects:	H Social Sciences > HF Commerce H Social Sciences > HG Finance
Date Deposited:	11 Apr 2017 15:07
Last Modified:	01 Oct 2024 03:10
URI:	http://eprints.lse.ac.uk/id/eprint/73496

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