Determinants of Price Comovement for Japanese Stocks.
碩士 === 元智大學 === 財務金融學程 === 99 === This study examines the determinants of stock price comovement in Japanese market. We argue that a stock’s comovement with the market may be increased due to a reduction in the firm’s information uncertainty and/or due to a shift in investor clientele. The variables...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/92937861848111812686 |