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Keywords: Return co-movement
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Journal Articles
Journal:
Critical Finance Review
Critical Finance Review (2025) 14 (1): 65–100.
Published: 19 March 2025
...Barbara A. Bliss; Mitch Warachka; Marc Weidenmier We study the stock ticker; a physical device that historically disseminated stock price information. We find that an increased number of ticker subscriptions in a state strengthened the return continuation and return co-movement of firms...
Includes: Supplementary data
