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The effect of security and market order flow shocks on co-movement

Patricia Chelley‐Steeley,Neophytos Lambertides,Christos S. Savva-2015-07-26-Journal of International Financial Markets Institutions and Money
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Keywords

Diversification (marketing strategy)Shock (circulatory)PortfolioEconomicsOrder (exchange)Stock marketMonetary economicsFlow (mathematics)

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