Bekaert and Hodrick are with Columbia Business School, Columbia University and NBER, and Zhang is with Johnson Graduate School of Management, Cornell University. We would like to thank Tim Vogelsang for providing code for the linear time trend test. We have benefited from discussions with and the comments of Lieven Baele, Mardi Dungey, Rob Engle, Cheol Eun, and Geert Rouwenhorst and from presentations at the AFA, Cornell, Rutgers, NYU, and the Wharton International Finance Workshop. Detailed comments from an anonymous referee and the acting editor (Michael Brandt) also greatly improved the paper. Zhang acknowledges financial support from the Lamfalussy Fellowship sponsored by the European Central Bank.
International Stock Return Comovements
Version of Record online: 25 NOV 2009
© 2009 the American Finance Association
The Journal of Finance
Volume 64, Issue 6, pages 2591–2626, December 2009
How to Cite
BEKAERT, G., HODRICK, R. J. and ZHANG, X. (2009), International Stock Return Comovements. The Journal of Finance, 64: 2591–2626. doi: 10.1111/j.1540-6261.2009.01512.x
- Issue online: 25 NOV 2009
- Version of Record online: 25 NOV 2009
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!