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Intertemporal Differences in Systematic Stock Price Movements

Published online by Cambridge University Press:  19 October 2009

Jack Clark Francis
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Extract

The purpose of this paper is to examine the intertemporal relationship between variations in the prices of individual common stocks and variations in the rest of the stock market. Empirical data are analyzed to determine the frequency with which stock prices precede, occur simultaneously, and follow movements in the market average.

Information

Type
Research Article
Information
Journal of Financial and Quantitative Analysis , Volume 10 , Issue 2 , June 1975, pp. 205 - 219
Copyright
Copyright © School of Business Administration, University of Washington 1975

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References

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