NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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Comovement Revisited

Honghui Chen, Vijay Singal, Robert F. Whitelaw

NBER Working Paper No. 21281
Issued in June 2015

---- Acknowledgments ----

We would like to thank Oleg Rytchkov and seminar participants at Temple University, the University of Texas, Austin, Virginia Tech, the 2014 FMA meetings, and the 2013 SFA meetings, particularly the discussant Ferhat Akbas, for helpful comments. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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