مرکز منطقه ای اطلاع رساني علوم و فناوري - Do asset prices reflect fundamentals? Freshly squeezed evidence from the OJ market

Title of article :

Do asset prices reflect fundamentals? Freshly squeezed evidence from the OJ market

Author/Authors :

Jacob Boudoukh، نويسنده , , Matthew Richardson، نويسنده , , YuQing (Jeff) Shen، نويسنده , , Robert F. Whitelaw، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

397

To page :

412

Keywords :

Market efficiency , Nonlinearity , State dependence , Excess volatility

Journal title :

Journal of Financial Economics

Serial Year :

2007

Journal title :

Journal of Financial Economics

Record number :

257895

Link To Document :