Informed Trading and Expected Returns
收藏NBER2013-01-01 更新2025-01-04 收录
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https://www.nber.org/papers/w18680
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资源简介：
Does information asymmetry affect the cross-section of expected stock returns? We explore this question using representative portfolio holdings data from the Shanghai Stock Exchange. We show that institutional investors have a strong information advantage, and that past aggressiveness of
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美国国家经济研究局创建时间：
2013-01-01
