Does Beta Move with News? Firm-Specific Information Flows and Learning about Profitability
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/25/9/2789/5396939/hhs073.pdf
Reference92 articles.
1. Asset pricing with liquidity risk
2. Albuquerque R. Skewness in Stock Returns: Reconciling the Evidence on Firm versus Aggregate Returns. Review of Financial Studies. 2012. Advance Access published January 9, doi: 10.1093/rfs/hhr144.
3. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
4. Modeling and Forecasting Realized Volatility
5. Andersen T. G. Bollerslev T. Christoffersen P. F. Diebold F. X. Volatility and Correlation Forecasting. In: Elliott G. Granger J. W. C. Timmermann A. , editors. The Handbook of Economic Forecasting. Amsterdam: Elsevier; 2006a.
Cited by 188 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Which daily equity returns improve output forecasts?;Economics Letters;2024-10
2. Extrapolation beyond peers: An asset pricing perspective;Journal of International Money and Finance;2024-10
3. “Fly down”: the impact of new accounting standards on the airline industry risk assessment;Empirical Economics;2024-05-20
4. News and Asset Pricing: A High-Frequency Anatomy of the SDF;The Review of Financial Studies;2024-05-16
5. CORPORATE EARNINGS ANNOUNCEMENTS AND ECONOMIC ACTIVITY;International Economic Review;2024-03-18
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3