CrossRef Text and Data Mining
Result of CrossRef Text and Data Mining Search is the related articles with entitled article. If you click link1 or link2 you will be able to reach the full text site of selected articles; however, some links do not show the full text immediately at now. If you click CrossRef Text and Data Mining Download icon, you will be able to get whole list of articles from literature included in CrossRef Text and Data Mining.
Stock Return Comovement around the ESG Index Revision in Korea
Soonhong Park, Byungkwon Lim
Korean J Financ Stud. 2023;52(1):77-107.   Published online February 28, 2023
DOI: https://doi.org/10.26845/KJFS.2023.2.52.1.077

Excel Download

Stock Return Comovement around the ESG Index Revision in Korea
Korean Journal of Financial Studies. 2023;52(1):77-107   Crossref logo
Link1 Link2 Link3

Stock return comovement around the Dow Jones Islamic Market World Index revisions
Journal of Economic Behavior & Organization. 2016;132:50-62   Crossref logo
Link1 Link2

Does the ESG Index Affect Stock Return? Evidence from the Eurostoxx50
Sustainability. 2020;12(16):6387   Crossref logo
Link1

Analyst coverage network and stock return comovement in emerging markets
Emerging Markets Review. 2017;32:1-27   Crossref logo
Link1 Link2

Multinationals and stock return comovement
Global Finance Journal. 2022;52:100714   Crossref logo
Link1 Link2

Stock return comovement and Korean business groups
Review of Development Finance. 2015;5(2):71-81   Crossref logo
Link1 Link2

Another Look at Large-Cap Stock Return Comovement: A Semi-Markov-Switching Approach
Computational Economics. 2016;51(2):227-262   Crossref logo
Link1 Link2 Link3 Link4

Financial leverage and stock return comovement
Journal of Financial Markets. 2022;60:100699   Crossref logo
Link1 Link2

Foreign institutional investors and stock return comovement
Frontiers of Business Research in China. 2018;12(1):   Crossref logo
Link1 Link2 Link3

The Danish stock and bond markets: comovement, return predictability and variance decomposition
Journal of Empirical Finance. 2001;8(3):243-271   Crossref logo
Link1 Link2