Volatility and Informativeness
收藏NBER2019-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w25433
下载链接
链接失效反馈官方服务：
资源简介：
We explore the equilibrium relation between price volatility and price informativeness in financial markets, with the ultimate goal of characterizing the type of inferences that can be drawn about price informativeness by observing price volatility. We identify two different channels (noise
提供机构：
美国国家经济研究局
创建时间：
2019-01-01
