Correlations in Price Changes and Volatility across...

Review of Financial Studies 1990 Vol. 3; Iss. 2

Correlations in Price Changes and Volatility across International Stock Markets

Yasushi Hamao, Ronald W. Masulis and Victor Ng
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Volume:
3
Year:
1990
Language:
english
Journal:
The Review of Financial Studies
DOI:
10.2307/2962024
File:
PDF, 557 KB
english, 1990
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