Work

Excess Comovement of Stock Returns: Evidence from Cross-Sectional Variation in Nikkei 225 Weights

Year: 2007

Type: article

Source: Review of Financial Studies

DOI: 10.1093/rfs/hhm052

Author: Robin Greenwood

Institution: Harvard University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1985274552

FWCI: 12.42

Cites: 43

Cited by: 224

Related to: 10