Journal of Financial Markets
Vol. 68
2024
Intraday variation in cross-sectional stock comovement and impact of index-based strategies
Yiwen
Shen1;
Meiqi
Shi2
1 Hong Kong University of Science and Technology · 2 University of California, Berkeley
open access
- DOI
- 10.1016/j.finmar.2024.100894
- Volume
- 68
- Pages
- 100894
- Language
- en
- Sources
-
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openalex
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