Stock returns and volatility: a firm-level analysis
Article Abstract:
The relationship between corporate stock rates of return and corporate stock return volatility is discussed.
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 1995
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Stock and bond market interaction: does momentum spill over?
Article Abstract:
The impact of trading behavior on security returns is examined.
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2005
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