Industry integration and stock price synchronicity
This paper provides an alternative explanation of the negative relationship between price synchronicity and proprietary right protection that are uncorrelated to the information hypothesis. Using empirical data for 40 countries, we show that stock market volatility and firm size have significant imp...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2017
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/5334 https://ink.library.smu.edu.sg/context/lkcsb_research/article/6333/viewcontent/SSRN_id2425042.pdf |
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| Institution: | Singapore Management University |
| Language: | English |