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. 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: | 15 Sep 2023 20:36 |
| URI: | http://eprints.lse.ac.uk/id/eprint/73496 |
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