Found 7 results for your keywords: subject="Securities prices"

Media coverage and the cross-section of stock returns

1
(Fang, Lily) (Peress, Joel)

Daily changes in fed funds futures prices

1
(Hamilton, James D.)

Feedback effects and asset prices

1
(Yuan, Kathy) (Ozdenoren, Emre)

Volatility information trading in the option market

1
(Ni, Sophie X.) (Pan, Jun) (Poteshman, Allen M.)

The Effect of bank credit on asset prices: evidence from the Japanese real estate boom during the…

1
(Mora, Nada)

Price volatility and investor behavior in an overlapping generations model with information asymm…

1
(Watanabe, Masahiro)

Model specification and risk premia: evidence from futures options

1
(Johannes, Michael) (Broadie, Mark) (Chernov, Mikhail)