Peixin Li

University of Florida

PO Box 117165, 201 Stuzin Hall

Gainesville, FL 32610-0496

United States

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Scholarly Papers (1)

1.

Why Do the Frequencies of Comovement with the Market Predict the Cross-Section of Stock Returns?

Number of pages: 34 Posted: 10 Nov 2021
Peixin Li and Baolian Wang
University of Florida and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 119 (318,352)

Abstract:

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Frequency of comovement; idiosyncratic volatility; counting heuristic; international finance