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Cluster Analysis and Stock Price Comovement
0 references·6 citing·24 second hop
Cluster Analysis and Stock Price Comovement (1980)Cluster Analysis and Stock Price Comoveme…Company classification using machine learning (2022)Company classification using …The Classification of Stocks with Basic Financial Indicators: An Application of Cluster Analysis on the BIST 100 Index (2017)The Classification of Stocks …Optimal Diversification within Mixed-Asset Portfolios using a Conditional Heteroskedasticity Approach: Evidence from the U.S. and the U.K. (1999)Optimal Diversification withi…Organizational Diversity and Change in Institutional Theory (1998)Organizational Diversity and …An examination of the impact of country risk on the international portfolio selection decision (1997)An examination of the impact …Managing Acquisitions of Strategic Business Units with the Aid of the Arbitrage Pricing Model (1987)Managing Acquisitions of Stra…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Dividend yields and expected stock returns (1988)Business conditions and expected returns on stocks and bonds (1989)Does the Diversification Potential of Securitized Real Estate Vary Over Time and Should Investors Care? (2012)International Asset Pricing under Mild Segmentation: Theory and Test (1985)Economic Forces and the Stock Market (1986)What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (1993)The persistence of international diversification benefits before and during the Asian crisis (2003)Foreign Direct Investment and Evaluation of Country Risk: an Empirical Investigation (2009)Institutionalized Organizations: Formal Structure as Myth and Ceremony (1977)The Iron Cage Revisited: Institutional Isomorphism and Collective Rationality in Organizational Fields (1983)Agency, Entrepreneurs, and Institutional Change. The Role of Strategic Choice and Institutionalized Practices in Organizations (1999)Institutional Distance and the Multinational Enterprise (2002)The iron cage revisited institutional isomorphism and collective rationality in organizational fields (2004)Role of institutional pressures and resources in the adoption of big data analytics powered artificial intelligence, sustainable manufacturing practices and circular economy capabilities (2020)Capital Market Equilibrium with Restricted Borrowing (1972)The Pricing of Options and Corporate Liabilities (1973)The relationship between return and market value of common stocks (1981)Understanding Acquisition Performance: The Role of Transfer Effects (2002)PORTFOLIO SELECTION* (1952)Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps (2003)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)Stewardship Theory or Agency Theory: CEO Governance and Shareholder Returns (1991)Contrarian Investment, Extrapolation, and Risk (1994)
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Cited by

  • 1998Organizational Diversity and Change in Institutional Theory386 cited
  • 1997An examination of the impact of country risk on the international portfolio selection decision23 cited
  • 1999Optimal Diversification within Mixed-Asset Portfolios using a Conditional Heteroskedasticity Approach: Evidence from the U.S. and the U.K.18 cited
  • 2022Company classification using machine learning15 cited
  • 2017The Classification of Stocks with Basic Financial Indicators: An Application of Cluster Analysis on the BIST 100 Index12 cited
  • 1987Managing Acquisitions of Strategic Business Units with the Aid of the Arbitrage Pricing Model11 cited

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