Karolyi, G. Andrew (contributor); Lee, Kuan-hui (contributor) - 2007
are grateful to seminar participants at Robeco Asset Management and RSM Erasmus University for
helpful comments and … Subrahmanyam, 2006, for a recent discussion), our
knowledge about co-movement in trading activity is limited. Moreover, much of … institutional factors as differences in the extent to which stock prices move
together. To the best of our knowledge, this is a new …