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Excess stock return comovements and the role of investor se..:

Frijns, Bart ; Verschoor, Willem F.C. ; Zwinkels, Remco C.J.
Journal of International Financial Markets, Institutions and Money.  49 (2017)  - p. 74-87 , 2017
Link: https://doi.org/10.1016/j.intfin.2017.02.005