A note on the time-series relationship between market industry concentration and market volatility
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Volume (Year): 14 (2004)
Issue (Month): 2 (April)
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- Arshanapalli, Bala & Doukas, John & Lang, Larry H. P., 1997. "Common volatility in the industrial structure of global capital markets," Journal of International Money and Finance, Elsevier, vol. 16(2), pages 189-209, April.
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