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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 record nr: 226470
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