Commonality: A longitudinal study
The commonality in the asset characteristics such as returns, liquidity and other non-trade parameters attracted intense research interest in the literature. In this paper, we investigate the longitudinal trend in commonality for the duration 2000-2016, an extensive that include years of boom and bu...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2018
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/5978 https://ink.library.smu.edu.sg/context/lkcsb_research/article/6977/viewcontent/043_735584955.pdf |
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| Institution: | Singapore Management University |
| Language: | English |