search query: @indexterm Stock exchanges / total: 536
reference: 126 / 536
Author: | Rashes, M.S. |
Title: | Massively confused investors making conspicuously ignorant choices (MCI-MCIC) |
Journal: | Journal of Finance
2001 : OCT, VOL. 56:5, p. 1911-1927 |
Index terms: | INVESTORS STOCK EXCHANGES STOCK MARKETS |
Language: | eng |
Abstract: | This paper examines the comovement of stocks with similar ticker symbols. For one such pair of firms, there is a significant correlation between returns, volume and volatility at short frequencies. |
SCIMA