The author is at the Georgia State University, Atlanta, GA, USA. The author is grateful to an anonymous referee, the Editor (Peter Pope), Vikas Agarwal, Snehal Banerjee, Peter DeMarzo, Darrell Duffie, Paul Gao, Jayant Kale, Omesh Kini, Ilan Kremer, Lei Jiang, Reza Mahani, Stefan Nagel, Zhen Shi, Ken Singleton, Ilya Strebulaev, Yi Xue, Jeff Zwiebel, and seminar participants at the 2012 China International Conference on Finance, and Stanford University for helpful comments. (Paper received November 15, 2011; revised version accepted June 7, 2013).
Communication, Excess Comovement and Factor Structures
Article first published online: 28 OCT 2013
© 2013 John Wiley & Sons Ltd
Journal of Business Finance & Accounting
Volume 40, Issue 9-10, pages 1304–1325, November/December 2013
How to Cite
Yang, B. (2013), Communication, Excess Comovement and Factor Structures. Journal of Business Finance & Accounting, 40: 1304–1325. doi: 10.1111/jbfa.12043
- Issue published online: 17 DEC 2013
- Article first published online: 28 OCT 2013
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