Marketwide Private Information in Stocks: Forecasting Currency Returns

Author:

ALBUQUERQUE RUI,DE FRANCISCO EVA,MARQUES LUIS B.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference41 articles.

1. Albuquerque , Rui Greg Bauer Martin Schneider 2005 Global private information in international equity markets

2. Can information heterogeneity explain the exchange rate determination puzzle;Bacchetta;American Economic Review,2006

3. Private information, trading volume, and stock-return variances;Barclay;Review of Financial Studies,1990

4. The monetary origins of asymmetric information in international equity markets;Bauer;Journal of International Money and Finance,2007

5. International portfolio investment flows;Brennan;Journal of Finance,1997

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