Work

Industry equi-correlation: A powerful predictor of stock returns

Year: 2020

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/j.jempfin.2020.07.005

Authors: Yudong Wang, Zhiyuan Pan, Chongfeng Wu, Wenfeng Wu

Institutions: Nanjing University of Science and Technology, Southwestern University of Finance and Economics, Shanghai Jiao Tong University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China

Awards: 国际金融危机背景下的金融资产配置管理: 基于泛函系数方法的研究, G1708948436, G4189801002, G4884470195

OpenAlex ID: W3047409860

FWCI: 3.373

Cites: 46

Cited by: 24

Related to: 10