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ArticleComovement

Nicholas C. Barberis2004

OA

Articlegreen2004

Comovement

Nicholas C. Barberis · Andrei Shleifer · Jeffrey A. Wurgler

929 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 929 citations exist upstream.

References

1990Noise Trader Risk in Financial Markets 1995The Limits of Arbitrage 1995Size and Book-to-Market Factors in Earnings and Returns 1979Risk measurement when shares are subject to infrequent trading 1977Estimating betas from nonsynchronous data 1986Stock return variances 2001Institutional Investors and Equity Prices 1986Do Demand Curves for Stocks Slope Down?

Cited by

2005International Stock Return Comovements 2011Understanding commonality in liquidity around the world 2014Do ETFs Increase Volatility?2016A Model of Financialization of Commodities 2015Behavioral Finance 2011Index Funds, Financialization, and Commodity Futures Markets 2010Limits of Arbitrage 2011Complicated firms

Details

Year2004

Typearticle

Published2004-09-28

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations929

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.jfineco.2004.04.003

openalex_workW4230177757

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