Commonality in news around the world
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DOI: 10.1016/j.jfineco.2014.11.007
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More about this item
Keywords
News commonality; Information production; Institutional environments; Stock return comovement; Stock liquidity commonality;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
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