Princeton University and the University of Michigan, respectively. We thank Hank Bessembinder (the discussant at the AFA), Stephen Brown, John Campbell, Jennifer Conrad, Kenneth French, Thomas George, Campbell Harvey, Victor Ng, Jonathan Paul, Nejat Seyhun, Steve Slezak, and participants in the finance seminar at The University of Michigan and the American Finance Association Meetings at Boston, and especially an anonymous referee and the editor, Steve Buser, for their helpful comments and suggestions. We thank Kenneth French for providing some Japanese data. We also thank Patti Lamparter and Stacy Ferry for preparing the manuscript. Partial funding for this project is provided by the School of Business Administration, The University of Michigan.
Oil and the Stock Markets
Version of Record online: 30 APR 2012
© 1996 the American Finance Association
The Journal of Finance
Volume 51, Issue 2, pages 463–491, June 1996
How to Cite
JONES, C. M. and KAUL, G. (1996), Oil and the Stock Markets. The Journal of Finance, 51: 463–491. doi: 10.1111/j.1540-6261.1996.tb02691.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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