Peixin Li

University of Florida

PO Box 117165, 201 Stuzin Hall

Gainesville, FL 32610-0496

United States

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The Ungeheuer and Weber (2021) Comove and Stock Returns Effect Disappears with Control for Idiosyncratic Volatility

Critical Finance Review forthcoming

Number of pages: 38 Posted: 10 Nov 2021 Last Revised: 09 Jun 2023

Peixin Li and Baolian Wang

University of Florida and University of Florida - Department of Finance, Insurance and Real Estate

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