Correlated trading and returns

D. Dorn, G. Huberman, P. Sengmuller

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)858-920
JournalJournal of Finance
Volume63
Issue number2
Publication statusPublished - 2008

Cite this

Dorn, D., Huberman, G., & Sengmuller, P. (2008). Correlated trading and returns. Journal of Finance, 63(2), 858-920.
Dorn, D. ; Huberman, G. ; Sengmuller, P. / Correlated trading and returns. In: Journal of Finance. 2008 ; Vol. 63, No. 2. pp. 858-920.
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author = "D. Dorn and G. Huberman and P. Sengmuller",
year = "2008",
language = "English",
volume = "63",
pages = "858--920",
journal = "The Journal of Finance",
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Dorn, D, Huberman, G & Sengmuller, P 2008, 'Correlated trading and returns', Journal of Finance, vol. 63, no. 2, pp. 858-920.

Correlated trading and returns. / Dorn, D.; Huberman, G.; Sengmuller, P.

In: Journal of Finance, Vol. 63, No. 2, 2008, p. 858-920.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Correlated trading and returns

AU - Dorn, D.

AU - Huberman, G.

AU - Sengmuller, P.

PY - 2008

Y1 - 2008

M3 - Article

VL - 63

SP - 858

EP - 920

JO - The Journal of Finance

JF - The Journal of Finance

SN - 0022-1082

IS - 2

ER -

Dorn D, Huberman G, Sengmuller P. Correlated trading and returns. Journal of Finance. 2008;63(2):858-920.