Investor Types & Asset Price Comovement
The study suggests that asset price comovement can significantly change if an investor type expands their investment universe due to an external shock.
Featured in No. 79 on 18 Dec 2024 · 3 days after release
- Released
- 15 Dec 2024
- First featured
- No. 79 · 18 Dec 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 5057505
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).