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Article: Pricing Deviation, Misevaluation Comovement, and Macroeconomic Conditions

TitlePricing Deviation, Misevaluation Comovement, and Macroeconomic Conditions
Authors
KeywordsComovement
Macroeconomic conditions
Market efficiency
Misvaluation
Systematic risk
Issue Date2013
Citation
Journal of Banking and Finance, 2013, v. 37 n. 12, p. 5285-5299 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/193381
ISSN
2021 Impact Factor: 3.539
2020 SCImago Journal Rankings: 1.580
ISI Accession Number ID

 

DC FieldValueLanguage
dc.contributor.authorChang, ECen_US
dc.contributor.authorLuo, Yen_US
dc.contributor.authorRen, Jen_US
dc.date.accessioned2013-12-20T03:03:19Z-
dc.date.available2013-12-20T03:03:19Z-
dc.date.issued2013en_US
dc.identifier.citationJournal of Banking and Finance, 2013, v. 37 n. 12, p. 5285-5299en_US
dc.identifier.issn0378-4266-
dc.identifier.urihttp://hdl.handle.net/10722/193381-
dc.languageengen_US
dc.relation.ispartofJournal of Banking and Financeen_US
dc.subjectComovement-
dc.subjectMacroeconomic conditions-
dc.subjectMarket efficiency-
dc.subjectMisvaluation-
dc.subjectSystematic risk-
dc.titlePricing Deviation, Misevaluation Comovement, and Macroeconomic Conditionsen_US
dc.typeArticleen_US
dc.identifier.emailChang, EC: ecchang@business.hku.hken_US
dc.identifier.authorityChang, EC=rp01050en_US
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1016/j.jbankfin.2013.08.005-
dc.identifier.scopuseid_2-s2.0-84885943453-
dc.identifier.hkuros227063en_US
dc.identifier.volume37en_US
dc.identifier.issue12en_US
dc.identifier.spage5285en_US
dc.identifier.epage5299en_US
dc.identifier.isiWOS:000327683200046-
dc.publisher.placeElsevieren_US
dc.identifier.issnl0378-4266-

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