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Stock and bond market interaction: Does momentum spill over?

Journal of Financial Economics, 75(3): 651--690, 2005.
Authors: William R. Gebhardt and Soeren Hvidkjaer and Bhaskaran Swaminathan
URL: http://www.sciencedirect.com/science/article/B6VBX-4DJBTN3-2/1/a642b6e5786c223bce394ce5b4fe63bc
Tags: Corporate bond returns
| URL | BibTeX  
@article{Gebhardt2005a,
title = {Stock and bond market interaction: Does momentum spill over?},
author = {William R. Gebhardt and Soeren Hvidkjaer and Bhaskaran Swaminathan},
journal = {Journal of Financial Economics},
month = {Mar},
number = {3},
pages = {651--690},
url = {http://www.sciencedirect.com/science/article/B6VBX-4DJBTN3-2/1/a642b6e5786c223bce394ce5b4fe63bc},
volume = {75},
year = {2005},
keywords = {Corporate bond returns }
}