Can the correlation among Dow 30 stocks predict market declines? : evidence from 1950-2008
Year of publication: |
2014
|
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Authors: | Jones, Jeffrey S. ; Kincaid, Brian |
Published in: |
Managerial finance. - Bingley : Emerald Group Publishing Limited, ISSN 0307-4358, ZDB-ID 750561-9. - Vol. 40.2014, 1, p. 33-50
|
Subject: | Crash risk | Equity correlation | Market decline | Korrelation | Correlation | Börsenkurs | Share price | Finanzkrise | Financial crisis | Risiko | Risk | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market |
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