Stock Return Comovement when Investors are Distracted: More, and More Homogeneous

Research output: Working paper / Preprint › Working paper › Professional

Original language	English
Publisher	Centre for Economic Policy Research
Publication status	Published - 6 May 2020

Name	CEPR Discussion Paper
No.	14713

Access to Document

@techreport{1220d642515247bca498c351fdccc421,

title = "Stock Return Comovement when Investors are Distracted: More, and More Homogeneous",

author = "Michael Ehrmann and David-Jan Jansen",

year = "2020",

month = may,

day = "6",

language = "English",

series = "CEPR Discussion Paper",

publisher = "Centre for Economic Policy Research",

number = "14713",

type = "WorkingPaper",

institution = "Centre for Economic Policy Research",

}