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Idiosyncratic risk, Expected returns, Pricing, International markets
comovement, volatility, informed trading, correlated trading, passive investing, institutional ownership, price informativeness
stock return comovement; stock correlations; systematic volatility, idiosyncratic volatility; structural break
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information production, volatility, comovement, business cycle, financial development
Equity Investments, Fundamental Analysis and Valuation Models, Research Sources
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