Work

Investor Attention and Time‐varying Comovements

Year: 2007

Type: article

Source: European Financial Management

DOI: 10.1111/j.1468-036x.2007.00366.x

Authors: Lin Peng, Wei Xiong, Tim Bollerslev

Institutions: Baruch College, National Bureau of Economic Research, Princeton University, Duke University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2008137136

FWCI: 6.506

Cites: 47

Cited by: 114

Related to: 10