Baker, Malcolm, and Jeffrey Wurgler. "Comovement and Predictability Relationships Between Bonds and the Cross-Section of Stocks." Review of Asset Pricing Studies 2, no. 1 (June 2012): 57β87.
Greenwood, Robin, and Nathan Sosner. "Trading Patterns and Excess Comovement of Stock Returns." Financial Analysts Journal 63, no. 5 (SeptemberβOctober 2007): 69β81.
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