Work

Commonality under market stress: Evidence from an order-driven market

Year: 2007

Type: article

Source: International Review of Economics & Finance

DOI: 10.1016/j.iref.2007.06.002

Authors: Paul Brockman, Dennis Y. Chung

Institutions: University of Missouri, Simon Fraser 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: W2066714712

FWCI: 1.178

Cites: 17

Cited by: 21

Related to: 10