PublisherDOIYearVolumeIssuePageTitleAuthor(s)Link
Korean Journal of Financial Studies10.26845/kjfs.2023.2.52.1.077202352177-107Stock Return Comovement around the ESG Index Revision in KoreaSoonhong Park, Byungkwon Limhttp://e-kjfs.org/upload/pdf/KJFS-2023-2-52-1-077.pdf, http://e-kjfs.org/journal/view.php?doi=10.26845/KJFS.2023.2.52.1.077, http://e-kjfs.org/upload/pdf/KJFS-2023-2-52-1-077.pdf
Journal of Economic Behavior & Organization10.1016/j.jebo.2016.05.011201613250-62Stock return comovement around the Dow Jones Islamic Market World Index revisionsKhelifa Mazouz, Abdulkadir Mohamed, Brahim Saadounihttps://api.elsevier.com/content/article/PII:S0167268116300907?httpAccept=text/plain, https://api.elsevier.com/content/article/PII:S0167268116300907?httpAccept=text/xml
Sustainability10.3390/su12166387202012166387Does the ESG Index Affect Stock Return? Evidence from the Eurostoxx50Mario La Torre, Fabiomassimo Mango, Arturo Cafaro, Sabrina Leohttps://www.mdpi.com/2071-1050/12/16/6387/pdf
Emerging Markets Review10.1016/j.ememar.2017.05.0022017321-27Analyst coverage network and stock return comovement in emerging marketsFrancisco Marcethttps://api.elsevier.com/content/article/PII:S1566014117301735?httpAccept=text/xml, https://api.elsevier.com/content/article/PII:S1566014117301735?httpAccept=text/plain
Global Finance Journal10.1016/j.gfj.2022.100714202252100714Multinationals and stock return comovementHung X. Do, Nhut H. Nguyen, Quan M.P. Nguyenhttps://api.elsevier.com/content/article/PII:S1044028322000163?httpAccept=text/xml, https://api.elsevier.com/content/article/PII:S1044028322000163?httpAccept=text/plain
Review of Development Finance10.1016/j.rdf.2015.09.00120155271-81Stock return comovement and Korean business groupsChan Ho Cho, Tim Mooneyhttps://api.elsevier.com/content/article/PII:S1879933715300300?httpAccept=text/xml, https://api.elsevier.com/content/article/PII:S1879933715300300?httpAccept=text/plain
Computational Economics10.1007/s10614-016-9596-x2016512227-262Another Look at Large-Cap Stock Return Comovement: A Semi-Markov-Switching ApproachKaihua Denghttp://link.springer.com/article/10.1007/s10614-016-9596-x/fulltext.html, http://link.springer.com/content/pdf/10.1007/s10614-016-9596-x.pdf, http://link.springer.com/content/pdf/10.1007/s10614-016-9596-x, http://link.springer.com/content/pdf/10.1007/s10614-016-9596-x.pdf
Journal of Financial Markets10.1016/j.finmar.2021.100699202260100699Financial leverage and stock return comovementHung X. Do, Nhut H. Nguyen, Quan M.P. Nguyenhttps://api.elsevier.com/content/article/PII:S1386418121000720?httpAccept=text/xml, https://api.elsevier.com/content/article/PII:S1386418121000720?httpAccept=text/plain
Frontiers of Business Research in China10.1186/s11782-018-0036-82018121Foreign institutional investors and stock return comovementLi Jiang, Jeong-Bon Kim, Lei Panghttp://link.springer.com/article/10.1186/s11782-018-0036-8/fulltext.html, http://link.springer.com/content/pdf/10.1186/s11782-018-0036-8.pdf, http://link.springer.com/content/pdf/10.1186/s11782-018-0036-8.pdf
Journal of Empirical Finance10.1016/s0927-5398(01)00029-9200183243-271The Danish stock and bond markets: comovement, return predictability and variance decompositionTom Engsted, Carsten Tanggaardhttps://api.elsevier.com/content/article/PII:S0927539801000299?httpAccept=text/xml, https://api.elsevier.com/content/article/PII:S0927539801000299?httpAccept=text/plain