Work

Common Patterns in Commonality in Returns, Liquidity, and Turnover Around the World

Year: 2008

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1101857

Authors: George Andrew Karolyi, Kuan-Hui Lee, Mathijs A. van Dijk

Institutions: Cornell University, The Ohio State University, Rutgers, The State University of New Jersey, Seoul National University, Erasmus University Rotterdam

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1517432587

Cites: 52

Cited by: 24

Related to: 10