Chen, Honghui, Vijay Singal, and Robert F Whitelaw, 2016. Comovement Revisited. Journal of Financial Economics 121 (3), 624-644.
Chen, Honghui, Vijay Singal, and Robert F Whitelaw, 2016. Comovement Revisited. Journal of Financial Economics 121 (3), 624-644.