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The demographics of innovation and asset returns
Garleanu, Nicolae; Kogan, Leonid; Panageas, Stauros - 2009
Persistent link: https://www.econbiz.de/10003908887
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The processing of non-anticipated information in financial markets : analyzing the impact of surprises in the employment report
Hautsch, Nikolaus; Hess, Dieter - 2002
This paper delineates the simultaneous impact of non-anticipated information on mean and variance of the intraday return process by including appropriate variables accounting for the news flow into both the mean and the variance function. This allows us to differentiate between the consistent...
Persistent link: https://www.econbiz.de/10011544322
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A mean variance king? : creation and resolution of uncertainty under the employment report's reign
Hautsch, Nikolaus; Hess, Dieter - 2001
This paper delineates the simultaneous impact of non-anticipated information on first and second moments of the intraday price process by including appropriate variables accounting for the news flow into both the mean and the variance function. This allows us to differentiate between the...
Persistent link: https://www.econbiz.de/10011446937
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The processing of non-anticipated information in financial markets : analyzing the impact of surprises in the employment report
Hautsch, Nikolaus; Hess, Dieter - In: European finance review : the official journal of the … 6 (2002) 2, pp. 133-161
Persistent link: https://www.econbiz.de/10001707962
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A mean variance king? : creation and resolution of uncertainty under the employment report's reign
Hautsch, Nikolaus - 2001
This paper delineates the simultaneous impact of non-anticipated information on first and second moments of the intraday price process by including appropriate variables accounting for the news flow into both the mean and the variance function. This allows us to differentiate between the...
Persistent link: https://www.econbiz.de/10013428452
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The processing of non-anticipated information in financial markets : analyzing the impact of surprises in the employment report
Hautsch, Nikolaus; Hess, Dieter - 2002
Persistent link: https://www.econbiz.de/10001683737
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Information dispersion across employees and stock returns
Agrawal, Ashwini K.; Hacamo, Isaac; Hu, Zhongchen - In: The review of financial studies 34 (2021) 10, pp. 4785-4831
Persistent link: https://www.econbiz.de/10012655592
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Information dispersion across employees and stock returns
Agrawal, Ashwini K.; Hacamo, Isaac; Hu, Zhongchen - 2020
Persistent link: https://www.econbiz.de/10012205733
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Demographic changes and asset prices
Maddaloni, Angela - 2002
Persistent link: https://www.econbiz.de/10003780016
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Can baby-boomers' retirement increase stock prices?
Kedar-Levy, Haim - In: The quarterly review of economics and finance : journal … 46 (2006) 2, pp. 284-299
Persistent link: https://www.econbiz.de/10003334673