Work

Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements Using Adrs

Year: 1996

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.40556

Authors: George Andrew Karolyi, Rene M. Stulz

Institutions: Cornell University, National Bureau of Economic Research, European Corporate Governance Institute, The Ohio State University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W183880470

Cites: 34

Cited by: 28

Related to: 10