regression approach suggested in the literature and complement it with an approach from spatial statistics, the mark correlation … function. For the stocks contained in the S&P 500 that we examine, both approaches lead to similar results: correlation …

regression approach suggested in the literature and complement it with an approach from spatial statistics, the mark correlation … function. For the stocks contained in the S&P 500 that we examine, both approaches lead to similar results: correlation …, residual correlation, mark correlation function, geographical comovement, portfolio analysis JEL Classification: R12, G11, G14 …