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graduates to make contributions to policy analysis. It focuses particularly on challenges that arise for consumers in today …. Consumers use creative thinking and experimentation to develop a sense of identity and what they should consume. The paper …
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This paper introduces a new information density indicator to provide a more comprehensive understanding of price reactions to news and, more specifically, to the sources of jumps in financial markets. Our information density indicator, which measures the abnormal amount of noisy “ticker”...
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