Does program trading contribute to excess comovement of stock returns? Li, Mingyi, Yin, Xiangkang and Zhao, Jing 2020, Does program trading contribute to excess comovement of stock returns?, Journal of empirical finance, vol. 59, pp. 257-277, doi: 10.1016/j.jempfin.2020.11.001. Attached Files Name Description MIMEType Size Downloads Title Does program trading contribute to excess comovement of stock returns? Author(s) Li, Mingyi Yin, Xiangkang orcid.org/0000-0002-7031-414X Zhao, Jing Journal name Journal of empirical finance Volume number 59 Start page 257 End page 277 Total pages 21 Publisher Elsevier Place of publication Amsterdam, The Netherlands Publication date 2020-12 ISSN 0927-5398 Keyword(s) Program trading Habitat investing Excess return comovement Return reversal Language eng DOI 10.1016/j.jempfin.2020.11.001 Indigenous content off Field of Research 1402 Applied Economics 1403 Econometrics 1502 Banking, Finance and Investment HERDC Research category C1 Refereed article in a scholarly journal ERA Research output type C Journal article Persistent URL http://hdl.handle.net/10536/DRO/DU:30146145 Document type: Journal Article Collections: Faculty of Business and Law Department of Finance Related Links Link Description Connect to published version Go to link with your DU access privileges     Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved. Versions Version Filter Type Mon, 07 Dec 2020, 16:00:21 EST Tue, 08 Dec 2020, 04:00:52 EST Tue, 08 Dec 2020, 05:05:36 EST Tue, 15 Dec 2020, 07:25:20 EST Tue, 15 Dec 2020, 07:26:28 EST Tue, 15 Dec 2020, 15:06:09 EST Filtered Full Citation counts:   Cited 0 times in TR Web of Science Cited 0 times in Scopus Search Google Scholar Access Statistics: 81 Abstract Views, 2 File Downloads  -  Detailed Statistics Created: Mon, 07 Dec 2020, 16:00:21 EST

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