Adelaide Research & Scholarship
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https://hdl.handle.net/2440/83564
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| Type: | Journal article |
| Title: | Comovement, information production, and the business cycle |
| Author: | Brockman, P. Liebenberg, I. Schutte, M. |
| Citation: | Journal of Financial Economics, 2010; 97(1):107-129 |
| Publisher: | Elsevier Science Sa |
| Issue Date: | 2010 |
| ISSN: | 0304-405X |
| Statement of Responsibility: | Paul Brockman, Ivonne Liebenberg, Maria Schutte |
| Keywords: | Information production Volatility Comovement Business cycle Financial development |
| Rights: | Copyright © 2010 Elsevier B.V. All rights reserved. |
| DOI: | 10.1016/j.jfineco.2010.03.008 |
| Published version: | http://dx.doi.org/10.1016/j.jfineco.2010.03.008 |
| Appears in Collections: | Aurora harvest 4 Business School publications |
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