Can an unglamorous non-event affect prices? The role of newspapers
Year of publication: |
2016
|
---|---|
Authors: | Ferretti, Riccardo ; Cipollin, Andrea ; Pattarin, Francesco |
Published in: |
Cogent Economics & Finance. - Abingdon : Taylor & Francis, ISSN 2332-2039. - Vol. 4.2016, 1, p. 1-16
|
Publisher: |
Abingdon : Taylor & Francis |
Subject: | market efficiency | inattention | media and financial markets | event studies | wild boostrap |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1080/23322039.2016.1142847 [DOI] 856876194 [GVK] hdl:10419/147791 [Handle] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; c58 |
Source: |
-
Can an unglamorous non-event affect prices? : the role of newspapers
Ferretti, Riccardo, (2016)
-
How prediction markets can save event studies
Snowberg, Erik, (2011)
-
How prediction markets can save event studies
Snowberg, Erik, (2011)
- More ...
-
Can an unglamorous non-event affect prices? : the role of newspapers
Ferretti, Riccardo, (2016)
-
The Mib30 index and futures relationship : econometric analysis and implications for hedging
Pattarin, Francesco, (2004)
-
The Mib30 Index and Futures Relationship : Econometric Analysis and Implications for Hedging
Pattarin, Francesco, (2004)
- More ...