Return Correlation Analysis is a statistical method used in financial econometrics that quantifies the degree and nature of linear co-movement between the returns of two or more financial assets over time, distinguishing itself from other return analysis techniques by focusing specifically on pairwise or cross-sectional correlation structures.
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180
What Drives Firm‐Level Stock Returns?
Tuomo Vuolteenaho · The Journal of Finance · 2002 · 1.1K citations · Full text
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242
National Bureau of Economic Research
Cambridge, United States
7 h-index
12 publications
579 citations
BI Norwegian Business School
Oslo, Norway
5 h-index
5 publications
162 citations
European Central Bank
Frankfurt am Main, Germany
5 h-index
11 publications
664 citations
Centre for Economic Policy Research
London, United Kingdom
5 h-index
5 publications
187 citations
University of Vaasa
Vaasa, Finland
4 h-index
4 publications
881 citations
London School of Economics and Political Science
London, United Kingdom
4 h-index
7 publications
1.2K citations
University of Palermo
Palermo, Italy
4 h-index
11 publications
1.3K citations
Zhejiang University
Hangzhou, China
4 h-index
10 publications
612 citations
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- SSRN Electronic Journal
Repository · 25 publications · 1.1K citations
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- Physica A Statistical Mechanics and its Applications
13 publications · 769 citations
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- Review of Financial Studies
6 publications · 1.4K citations
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- The Journal of Finance
5 publications · 2.7K citations
5
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- RePEc: Research Papers in Economics
Repository · 5 publications · 205 citations
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