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
Version of Record 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 online: 17 DEC 2013
- Version of Record online: 28 OCT 2013
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.
- 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)
- 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!