Return comovement

B-Tier
Journal: Journal of Banking & Finance
Year: 2020
Volume: 112
Issue: C

Authors (2)

Parsley, David (Vanderbilt University) Popper, Helen (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We examine intra-market return comovement within each of 33 economies’ stock exchanges from 1995 through 2013 using a model-free comovement gauge. We find that the stability of international macroeconomic trilemma policies, the number of crises, and the extent of turnover overshadow the empirical relevance of many variables previously thought to be important for intra-market comovement, including country risk, corruption, and investor protections.

Technical Details

RePEc Handle
repec:eee:jbfina:v:112:y:2020:i:c:s0378426617302340
Journal Field
Finance
Author Count
2
Added to Database
2026-01-28