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Intertemporal Differences in Systematic Stock Price Movements
Published online by Cambridge University Press: 19 October 2009
Extract
The purpose of this paper is to examine the intertemporal relationship between variations in the prices of individual common stocks and variations in the rest of the stock market. Empirical data are analyzed to determine the frequency with which stock prices precede, occur simultaneously, and follow movements in the market average.
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- Copyright © School of Business Administration, University of Washington 1975
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