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Do industries lead stock markets?

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  • Hong, Harrison
  • Torous, Walter
  • Valkanov, Rossen

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  • Hong, Harrison & Torous, Walter & Valkanov, Rossen, 2007. "Do industries lead stock markets?," Journal of Financial Economics, Elsevier, vol. 83(2), pages 367-396, February.
    • Handle: RePEc:eee:jfinec:v:83:y:2007:i:2:p:367-396
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    29. Brennan, M. J., 1975. "The Optimal Number of Securities in a Risky Asset Portfolio When There Are Fixed Costs of Transacting: Theory and Some Empirical Results," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(3), pages 483-496, September.
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