Identifying Price Informativeness
收藏NBER2018-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w25210
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资源简介：
We show that outcomes (parameter estimates and R-squareds) of regressions of prices on fundamentals allow us to recover exact measures of the ability of asset prices to aggregate dispersed information. Formally, we show how to recover absolute and relative price informativeness in dynamic
提供机构：
美国国家经济研究局
创建时间：
2018-11-01
