Asymmetric correlations in equity returns: a fundamental-based explanation
| Year of publication: |
2011
|
|---|---|
| Authors: | Ding, Liang ; Miyake, Hiroyoki ; Zou, Hao |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 21.2011, 6, p. 389-400
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