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Tekijä: | Rashes, M.S. |
Otsikko: | Massively confused investors making conspicuously ignorant choices (MCI-MCIC) |
Lehti: | Journal of Finance
2001 : OCT, VOL. 56:5, p. 1911-1927 |
Asiasana: | INVESTORS STOCK EXCHANGES STOCK MARKETS |
Kieli: | eng |
Tiivistelmä: | 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